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BAB V
KESIMPULAN DAN SARAN
5.1. Kesimpulan
Berdasarkan hasil penelitian dan pembahasan dapat disimpulkan bahwa tidak
semua variabel independen berpengaruh terhadap variabel dependen (return
saham) untuk setiap perusahaan yang dijadikan sampel penelitian. Berikut adalah
ringkasan dari hasil pengujian:
Table 5.1.RINGKASAN HASIL PENELITIAN
No Nama Perusahaan Variabel yang Berpengaruh1 PT. Astra Argo Lestari Tbk. Tidak ada2 PT. Astra International Tbk. PDB dan Penjualan3 PT. Aneka Tambang Tbk. Tidak ada4 PT. Semen Cibinong Tbk. Inflasi dan ROA5 PT. Indosat Tbk. PDB, Inflasi, dan Penjualan6 PT. Telekomunikasi Indonesia Tbk. PDB, Inflasi, Kurs Tengah, Penjualan7 PT. Medco Energi International Tbk. PDB, Kurs Tengah, BI Rate, DTE, Penjualan8 PT. Kalbe Farma Tbk. BI Rate, DTE, ROA9 PT. United Tractors Tbk. Inflasi, Kurs Tengah, BI Rate, DTE, ROA, Penjualan10 PT. Indofood Sukses Makmur Tbk. Tidak ada
Sumber: Data primer, diolah (2010)
1. Pada PT. Astra International Tbk. (ASII) variabel independen yang
berpengaruh adalah PDB dan penjualan. Untuk tingkat signifikansi, dapat
dikatakan bahwa variabel independen dalam hal ini adalah PDB dan
penjualan tidak berpengaruh terhadap return saham ASII secara signifikan.
Antar variabel independen yang diregresi terjadi multikolinearitas tetapi
tidak terdapat autokorelasi.
2. Variabel inflasi dan ROA berpengaruh terhadap return saham PT. Semen
Cibinong Tbk. (SMCB), sedangkan bila dilihat dari tingkat signifikansi f
variabel inflasi dan ROA berpengaruh signifikan terhadap return saham
SMCB, dan dari tingkat signifikansi t dapat dikatakan bahwa variabel
inflasi tidak berpengaruh terhadap return saham SMCB secara signifikan
dan variabel ROA berpengaruh terhadap return saham SMCB secara
signifikan. Antar variabel independen yang diregresi tidak terjadi
multikolinearitas tetapi terdapat autokorelasi.
3. Pada PT. Indosat Tbk. (ISAT) variabel independen yang berpengaruh yaitu
PDB, inflasi, dan penjualan. Bila dilihat dari tingkat signifikansi f dan
tingkat signifikansi t variabel PDB, inflasi, dan penjualan berpengaruh
signifikan terhadap return saham ISAT. Antar variabel independen yang
diregresi tidak terjadi multikolinearitas dan tidak terdapat autokorelasi.
4. Pada PT. Telekomunikasi Indonesia Tbk. (TLKM) variabel yang
berpengaruh adalah PDB, inflasi, kurs, dan penjualan. Dari tingkat
signifikansi f dan t variabel PDB, inflasi, kurs, dan penjualan berpengaruh
terhadap return saham TLKM secara signifikan. Antar variabel
independen yang diregresi tidak terjadi multikolinearitas dan tidak dapat
disimpulkan.
5. Pada PT. Medco Energi International Tbk. (MEDC) variabel yang
berpengaruh adalah PDB, BI Rate, kurs, DTE, dan penjualan. Dari tingkat
signifikansi f variabel PDB, kurs, BI Rate, DTE, dan penjualan
berpengaruh signifikan terhadap return saham MEDC dan pada
signifikansi t variabel PDB, kurs, DTE, dan penjualan berpengaruh
terhadap return saham MEDC secara signifikan, sedangkan variabel BI
Rate tidak berpengaruh. Berdasarkan hasil uji multikolinearitas
menunjukkan bahwa tidak terjadi multikolinearitas antar variabel
independen yaitu kurs, BI Rate, dan DTE yang diregresi. Untuk variabel
PDB dan Penjualan menunjukkan terjadinya multikolinearitas antar 2
variabel tersebut. Terdapat autokorelasi.
6. Pada PT. Kalbe Farma Tbk. (KLBF) variabel yang berpengaruh adalah BI
Rate, DTE, dan ROA. Dari tingkat signifikansi f dan t variabel BI Rate,
DTE, dan ROA berpengaruh terhadap return saham KLBF secara
signifikan. Antar variabel independen yang diregresi tidak terjadi
multikolinearitas dan tidak dapat disimpulkan.
7. Pada PT. United Tractors Tbk. (UNTR) variabel yang berpengaruh adalah
inflasi, BI Rate, DTE, ROA, penjualan, dan kurs. Dari tingkat signifikansi
f dan t dapat dikatakan bahwa variabel inflasi, kurs, BI Rate, DTE, ROA,
dan penjualan berpengaruh terhadap return saham UNTR secara
signifikan. Berdasarkan hasil analisis uji multikolinearitas menunjukkan
bahwa tidak terjadi multikolinearitas antar variabel inflasi, kurs, BI Rate,
dan penjualan; sedangkan untuk variabel DTE dan ROA menunjukkan
terjadinya multikolinearitas. Terjadi autokorelasi.
5.2. Saran
Berdasarkan hasil analisis data dan kesimpulan diatas penulis memberikan
saran bagi penelitian selanjutnya yaitu peneliti dapat menambah variabel-variabel
makroekonomi dan karakteristik perusahaan yang belum digunakan pada
penelitian ini serta memperluas pemilihan sampel dan mengelompokkannya
berdasarkan sector atau besar (ukuran) perusahaan, sehingga hasil yang didapat
dapat dijadikan pembanding antar sektor atau antar besaran perusahaan.
Para investor diharapkan saat melakukan investasi saham tidak hanya melihat
dari kinerja perusahaan saja, tetapi juga dari lingkungan di sekitar perusahaan,
seperti inflasi, perubahan nilai suku bunga, kebijakan pemerintah dan diharapkan
teori-teori mengenai variabel makroekonomi serta karakteristik perusahaan lebih
diperdalam.
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BI RATE (dalam %)
2000 2001 2002 2003 2004 2005 2006 2007 2008 2009
1 11,91 12,95 16,05 12,64 6,27 6,46 12,75 9,5 8 8,75
2 11,33 13,66 15,79 12,35 5,99 6,46 12,75 9,25 8 8,25
3 10,8 13,82 15,64 11,9 5,86 6,5 12,75 9 8 7,75
4 10,5 13,68 15,44 11,44 5,89 6,58 12,75 9 8 7,5
5 10,43 13,91 15,06 11,02 6,16 6,78 12,5 8,75 8,25 7,25
6 10,37 14,01 14,76 10,31 6,23 6,98 12,5 8,5 8,5 7
7 10,59 14,25 14,15 8,95 6,26 8,5 12,25 8,25 8,75 6,75
8 11,3 14,82 13,86 8,17 6,28 8,75 11,75 8,25 9 6,5
9 11,42 15,49 13,5 7,67 6,31 10 11,25 8,25 9,25 6,5
10 11,56 15,74 13,06 7,47 6,33 11 10,75 8,25 9,5 6,5
11 11,85 15,87 12,87 6,98 6,36 12,25 10,25 8,25 9,5 6,5
12 11,96 16,07 12,81 6,62 6,43 12,75 9,75 8 9,25 6,5
EXCHANGE RATES (KURS TENGAH-KURS TRANSAKSI)
2000 2001 2002 2003 2004 2005 2006 2007 2008 2009
1 7425 9450 10320 8876 8441 9165 9395 9090 9291 11355
2 7505 9835 10189 8905 8447 9260 9230 9160 9051 11980
3 7590 10400 9655 8908 8587 9480 9075 9118 9217 11575
4 7945 11675 9316 8675 8661 9570 8775 9083 9234 10713
5 8620 11058 8785 8279 9210 9495 9220 8828 9318 10340
6 8735 11440 8730 8285 9415 9713 9300 9054 9225 10225
7 9003 9525 9108 8505 9168 9819 9070 9186 9118 9920
8 8290 8865 8867 8535 9328 10240 9100 9410 9153 10060
9 8780 9675 9015 8389 9170 10310 9235 9137 9378 9681
10 9395 10435 9233 8495 9090 10090 9110 9103 10995 9545
11 9530 10430 8976 8537 9018 10035 9165 9376 12151 9480
12 9595 10400 8940 8465 9290 9830 9020 9419 10950 9400
PDB (Atas dasar harga konstan)
2000 2001 2002 2003 2004 2005 2006 2007 2008 2009
492% 332% 366% 410% 513% 560% 550% 630% 610% 450%
Inflasi
2000 2001 2002 2003 2004 2005 2006 2007 2008 2009
935% 1255% 1003% 506% 640% 1711% 660% 659% 1106% 278%
ASII ANTM
LEV RATIO ROA PNJLN RETURN LEV RATIO ROA PNJLN RETURN
2000 15,08 -0,01 7,45 -0,05 2000 0,44 0,15 6,19 -0,04
2001 9,35 0,03 7,48 0,01 2001 0,33 0,14 6,24 0
2002 2,66 0,14 7,49 0,06 2002 0,5 0,07 6,23 0,03
2003 1,19 0,16 7,5 0,07 2003 1,43 0,05 6,33 0,11
2004 1,18 0,14 7,65 0,06 2004 1,44 0,13 6,46 0
2005 1,81 0,12 7,79 0,01 2005 1,11 0,13 6,51 0,07
2006 1,41 0,06 7,75 0,04 2006 0,7 0,21 6,75 0,08
2007 1,17 0,1 7,85 0,05 2007 0,37 0,43 7,08 0,1
2008 1,21 0,11 7,99 -0,06 2008 0,26 0,13 6,98 -0,1
2009 1 0,11 7,99 0,11 2009 0,21 0,06 6,94 0,07
AALI KLBF
LEV RATIO ROA PNJLN RETURN LEV RATIO ROA PNJLN RETURN
2000 1,22 0,03 6,06 -0,05 2000 8,33-
0,02 6,19 -0,05
2001 1,14 0,04 6,15 0 2001 7,5 0,01 6,31 -0,02
2002 0,97 0,09 6,31 0,06 2002 2,78 0,13 6,41 0,05
2003 0,85 0,1 6,41 0,01 2003 1,72 0,13 6,46 0,12
2004 0,6 0,24 6,54 0,05 2004 1,26 0,11 6,53 0,01
2005 0,19 0,25 6,53 0,05 2005 0,78 0,14 6,77 0,07
2006 0,24 0,23 6,57 0,08 2006 0,36 0,15 6,78 0,02
2007 0,28 0,37 6,78 0,08 2007 0,33 0,14 6,85 0
2008 0,23 0,4 6,91 -0,05 2008 0,38 0,12 6,89 -0,08
2009 0,18 0,22 6,87 0,07 2009 0,39 0,14 6,96 0,12
INDF SMCB
LEV RATIO ROA PNJLN RETURN LEV RATIO ROA PNJLN RETURN
2000 3,1 0,05 7,1 -0,06 2000 2,2-
1,01 6,17 0,44
2001 2,64 0,06 7,17 -0,01 2001 1 0,19 6,26 -0,01
2002 2,92 0,05 7,22 0,01 2002 2,08 0,06 6,3 -0,07
2003 2,58 0,04 7,25 0,03 2003 1,88 0,02 6,35 0,11
2004 2,5 0,02 7,25 0 2004 2,49-
0,07 6,37 0,04
2005 2,33 0,01 7,27 0,02 2005 2,98-
0,05 6,48 -0,01
2006 2,1 0,04 7,34 0,04 2006 2,37 0,02 6,48 0,04
2007 2,62 0,03 7,44 0,06 2007 2,19 0,02 6,57 0,09
2008 3,11 0,03 7,59 -0,07 2008 2,02 0,03 6,68 -0,05
2009 2,45 0,05 7,57 0,13 2009 1,19 0,12 6,77 0,09
ISAT TLKM
LEV RATIO ROA PNJLN RETURN LEV RATIO ROA PNJLN RETURN
2000 1,18 0,22 6,48 -0,04 2000 1,25 0,09 6,97 -0,05
2001 1,08 0,07 6,72 0,01 2001 2,48 0,13 7,21 0,05
2002 1,06 0,02 6,83 0,01 2002 1,85 0,18 7,32 0,02
2003 1,15 0,23 6,92 0,05 2003 1,69 0,12 7,43 0,05
2004 1,1 0,06 7,02 0,06 2004 1,53 0,11 7,53 0,03
2005 1,28 0,05 7,06 0 2005 1,4 0,13 7,62 0,02
2006 1,24 0,04 7,09 0,02 2006 1,39 0,15 7,71 0,05
2007 1,72 0,06 7,22 0,02 2007 1,16 0,16 7,77 0
2008 1,95 0,04 7,27 -0,03 2008 1,38 0,12 7,78 -0,03
2009 2,05 0,03 7,26 -0,01 2009 1,22 0,12 7,81 0,03
UNTR MEDC
LEV RATIO ROA PNJLN RETURN LEV RATIO ROA PNJLN RETURN
2000 8,58 0 6,72 -0,03 2000 0,31 0,13 6,49 0,01
2001 6,93 0,04 6,85 0 2001 0,24 0,13 6,6 0,05
2002 4,33 0,05 6,84 0 2002 0,27 0,1 6,58 0
2003 3,01 0,06 6,84 0,14 2003 0,96 0,08 6,58 0
2004 1,17 0,16 6,95 0,08 2004 1,56 0,05 6,7 0,04
2005 1,58 0,1 7,13 0,05 2005 1,7 0,05 6,79 0,05
2006 1,44 0,08 7,14 0,05 2006 2,21 0,02 6,85 0,01
2007 1,26 0,11 7,26 0,05 2007 2,85 0 6,97 0,04
2008 1,05 0,12 7,45 -0,03 2008 1,68 0,14 7,15 -0,06
2009 0,76 0,16 7,47 0,12 2009 1,85 0,01 7,82 0,03
Regression
Model Summaryb
,611a ,373 ,325 ,05430 ,373 7,823 7 92 ,000 1,885
Model1
R R SquareAdjustedR Square
Std. Error ofthe Estimate
R SquareChange F Change df1 df2 Sig. F Change
Change Statistics
Durbin-Watson
Predictors: (Constant), PNJLN, DTE, INFLASI, ROA, PDB, KURS, RATEa.
Dependent Variable: RETURNb.
ANOVAb
,161 7 ,023 7,823 ,000a
,271 92 ,003
,433 99
Regression
Residual
Total
Model1
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), PNJLN, DTE, INFLASI, ROA, PDB, KURS, RATEa.
Dependent Variable: RETURNb.
Coefficientsa
,201 ,127 1,586 ,116
-,014 ,008 -,197 -1,662 ,100 ,486 2,058
-,004 ,002 -,228 -2,266 ,026 ,671 1,491
-5,7E-007 ,000 -,005 -,054 ,957 ,736 1,358
-,004 ,003 -,153 -1,292 ,200 ,485 2,061
-,009 ,003 -,298 -3,225 ,002 ,800 1,250
-,241 ,042 -,507 -5,779 ,000 ,884 1,131
,001 ,013 ,010 ,102 ,919 ,731 1,369
(Constant)
PDB
INFLASI
KURS
RATE
DTE
ROA
PNJLN
Model1
B Std. Error
UnstandardizedCoefficients
Beta
StandardizedCoefficients
t Sig. Tolerance VIF
Collinearity Statistics
Dependent Variable: RETURNa.
Collinearity Diagnosticsa
6,561 1,000 ,00 ,00 ,00 ,00 ,00 ,01 ,00 ,00
,835 2,804 ,00 ,00 ,00 ,00 ,00 ,17 ,50 ,00
,376 4,179 ,00 ,00 ,01 ,00 ,00 ,70 ,45 ,00
,138 6,893 ,00 ,01 ,62 ,00 ,00 ,00 ,01 ,00
,074 9,442 ,00 ,07 ,12 ,00 ,28 ,04 ,00 ,00
,013 22,745 ,01 ,60 ,06 ,06 ,47 ,00 ,00 ,03
,003 50,619 ,03 ,08 ,09 ,33 ,00 ,07 ,01 ,93
,001 70,360 ,96 ,24 ,10 ,60 ,24 ,00 ,01 ,04
Dimension1
2
3
4
5
6
7
8
Model1
EigenvalueCondition
Index (Constant) PDB INFLASI KURS RATE DTE ROA PNJLN
Variance Proportions
Dependent Variable: RETURNa.
Regression
Model Summary
,878a ,771 -,031 ,05066 ,771 ,961 7 2 ,598
,877b ,770 ,310 ,04145 -,001 ,008 1 2 ,937
,877c ,769 ,479 ,03600 -,001 ,017 1 3 ,904
,757d ,574 ,232 ,04371 -,195 3,371 1 4 ,140
,682e ,466 ,198 ,04467 -,108 1,266 1 5 ,312
,537f ,289 ,085 ,04771 -,177 1,986 1 6 ,208
,472g ,223 ,126 ,04664 -,065 ,644 1 7 ,449
,000h ,000 ,000 ,04989 -,223 2,299 1 8 ,168
Model1
2
3
4
5
6
7
8
R R SquareAdjustedR Square
Std. Error ofthe Estimate
R SquareChange F Change df1 df2 Sig. F Change
Change Statistics
Predictors: (Constant), PNJLN, INFLASI, KURS, BI_RATE, PDB, DTE, ROAa.
Predictors: (Constant), PNJLN, INFLASI, BI_RATE, PDB, DTE, ROAb.
Predictors: (Constant), PNJLN, INFLASI, PDB, DTE, ROAc.
Predictors: (Constant), PNJLN, INFLASI, PDB, DTEd.
Predictors: (Constant), PNJLN, INFLASI, DTEe.
Predictors: (Constant), INFLASI, DTEf.
Predictors: (Constant), DTEg.
Predictor: (constant)h.
ANOVAi
,017 7 ,002 ,961 ,598a
,005 2 ,003
,022 9
,017 6 ,003 1,673 ,361b
,005 3 ,002
,022 9
,017 5 ,003 2,657 ,183c
,005 4 ,001
,022 9
,013 4 ,003 1,681 ,289d
,010 5 ,002
,022 9
,010 3 ,003 1,742 ,258e
,012 6 ,002
,022 9
,006 2 ,003 1,420 ,304f
,016 7 ,002
,022 9
,005 1 ,005 2,299 ,168g
,017 8 ,002
,022 9
,000 0 ,000 . .h
,022 9 ,002
,022 9
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Model1
2
3
4
5
6
7
8
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), PNJLN, INFLASI, KURS, BI_RATE, PDB, DTE, ROAa.
Predictors: (Constant), PNJLN, INFLASI, BI_RATE, PDB, DTE, ROAb.
Predictors: (Constant), PNJLN, INFLASI, PDB, DTE, ROAc.
Predictors: (Constant), PNJLN, INFLASI, PDB, DTEd.
Predictors: (Constant), PNJLN, INFLASI, DTEe.
Predictors: (Constant), INFLASI, DTEf.
Predictors: (Constant), DTEg.
Predictor: (constant)h.
Dependent Variable: RET_AALIi.
Coefficientsa
4,102 2,467 1,663 ,238
-,079 ,056 -1,588 -1,406 ,295 ,090 11,138
-,010 ,008 -,866 -1,319 ,318 ,265 3,767
-4,3E-006 ,000 -,055 -,090 ,937 ,312 3,207
,001 ,009 ,061 ,118 ,917 ,426 2,350
-,280 ,125 -2,355 -2,243 ,154 ,104 9,622
,930 ,760 2,414 1,224 ,346 ,029 33,931
-,550 ,371 -3,183 -1,481 ,277 ,025 40,277
4,136 1,995 2,074 ,130
-,077 ,043 -1,552 -1,796 ,170 ,103 9,744
-,011 ,005 -,901 -2,067 ,131 ,404 2,477
,001 ,007 ,055 ,131 ,904 ,433 2,309
-,278 ,101 -2,344 -2,746 ,071 ,105 9,503
,941 ,615 2,440 1,530 ,224 ,030 33,176
-,563 ,282 -3,254 -1,993 ,140 ,029 34,755
4,216 1,650 2,556 ,063
-,079 ,035 -1,593 -2,273 ,085 ,118 8,491
-,011 ,005 -,896 -2,376 ,076 ,407 2,456
-,279 ,088 -2,352 -3,178 ,034 ,106 9,463
,958 ,522 2,485 1,836 ,140 ,032 31,663
-,572 ,236 -3,311 -2,421 ,073 ,031 32,330
1,567 ,972 1,613 ,168
-,024 ,021 -,478 -1,125 ,312 ,473 2,113
-,005 ,004 -,443 -1,280 ,257 ,711 1,407
-,211 ,097 -1,773 -2,181 ,081 ,129 7,744
-,192 ,138 -1,111 -1,388 ,224 ,133 7,509
1,482 ,990 1,497 ,185
-,006 ,004 -,508 -1,457 ,195 ,731 1,368
-,174 ,093 -1,461 -1,871 ,111 ,146 6,843
-,199 ,141 -1,151 -1,409 ,208 ,133 7,494
,088 ,041 2,137 ,070
-,003 ,004 -,257 -,803 ,449 ,989 1,011
-,053 ,038 -,445 -1,389 ,207 ,989 1,011
,063 ,026 2,395 ,044
-,056 ,037 -,472 -1,516 ,168 1,000 1,000
,030 ,016 1,902 ,090
(Constant)
PDB
INFLASI
KURS
BI_RATE
DTE
ROA
PNJLN
(Constant)
PDB
INFLASI
BI_RATE
DTE
ROA
PNJLN
(Constant)
PDB
INFLASI
DTE
ROA
PNJLN
(Constant)
PDB
INFLASI
DTE
PNJLN
(Constant)
INFLASI
DTE
PNJLN
(Constant)
INFLASI
DTE
(Constant)
DTE
(Constant)
Model1
2
3
4
5
6
7
8
B Std. Error
UnstandardizedCoefficients
Beta
StandardizedCoefficients
t Sig. Tolerance VIF
Collinearity Statistics
Dependent Variable: RET_AALIa.
Collinearity Diagnosticsa
7,177 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,614 3,420 ,00 ,00 ,00 ,00 ,00 ,02 ,01 ,00
,140 7,166 ,00 ,00 ,27 ,00 ,00 ,01 ,00 ,00
,039 13,548 ,00 ,00 ,02 ,00 ,31 ,26 ,02 ,00
,021 18,604 ,00 ,00 ,02 ,01 ,49 ,07 ,10 ,00
,010 27,413 ,00 ,22 ,01 ,02 ,10 ,06 ,08 ,00
,001 102,407 ,01 ,39 ,19 ,90 ,00 ,10 ,01 ,01
2,17E-005 575,694 ,99 ,38 ,49 ,07 ,10 ,46 ,78 ,99
6,188 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,613 3,177 ,00 ,00 ,00 ,00 ,02 ,01 ,00
,138 6,707 ,00 ,00 ,41 ,00 ,01 ,00 ,00
,037 12,939 ,00 ,00 ,04 ,46 ,25 ,01 ,00
,018 18,568 ,00 ,02 ,02 ,28 ,16 ,16 ,00
,007 30,156 ,00 ,35 ,05 ,17 ,01 ,04 ,00
2,32E-005 516,338 1,00 ,62 ,49 ,08 ,55 ,78 1,00
5,254 1,000 ,00 ,00 ,00 ,00 ,00 ,00
,578 3,014 ,00 ,00 ,00 ,03 ,01 ,00
,138 6,181 ,00 ,00 ,41 ,02 ,00 ,00
,023 15,278 ,00 ,00 ,00 ,38 ,14 ,00
,008 25,793 ,00 ,41 ,01 ,00 ,08 ,00
2,53E-005 455,760 1,00 ,59 ,58 ,57 ,77 1,00
4,544 1,000 ,00 ,00 ,01 ,00 ,00
,313 3,811 ,00 ,01 ,00 ,10 ,00
,133 5,839 ,00 ,01 ,72 ,00 ,00
,010 20,997 ,00 ,98 ,01 ,12 ,00
,000 204,260 1,00 ,00 ,26 ,77 1,00
3,621 1,000 ,00 ,01 ,00 ,00
,259 3,741 ,00 ,05 ,14 ,00
,121 5,478 ,00 ,67 ,00 ,00
,000 182,292 1,00 ,27 ,86 1,00
2,681 1,000 ,02 ,02 ,04
,236 3,371 ,04 ,19 ,87
,083 5,695 ,95 ,78 ,10
1,829 1,000 ,09 ,09
,171 3,267 ,91 ,91
1,000 1,000 1,00
Dimension1
2
3
4
5
6
7
8
1
2
3
4
5
6
7
1
2
3
4
5
6
1
2
3
4
5
1
2
3
4
1
2
3
1
2
1
Model1
2
3
4
5
6
7
8
EigenvalueCondition
Index (Constant) PDB INFLASI KURS BI_RATE DTE ROA PNJLN
Variance Proportions
Dependent Variable: RET_AALIa.
Excluded Variablesh
-,055a -,090 ,937 -,063 ,312 3,207 ,025
-,045b -,091 ,933 -,053 ,317 3,151 ,027
,055b ,131 ,904 ,076 ,433 2,309 ,029
-,140c -,245 ,818 -,122 ,322 3,103 ,103
,193c ,406 ,706 ,199 ,454 2,203 ,129
2,485c 1,836 ,140 ,676 ,032 31,663 ,031
,225d ,607 ,571 ,262 ,722 1,384 ,120
,331d ,771 ,475 ,326 ,520 1,924 ,130
-,181d -,198 ,851 -,088 ,127 7,879 ,070
-,478d -1,125 ,312 -,449 ,473 2,113 ,129
,056e ,145 ,890 ,059 ,801 1,248 ,801
,419e ,955 ,377 ,363 ,535 1,868 ,535
-,685e -1,064 ,328 -,398 ,241 4,153 ,239
-,504e -1,107 ,311 -,412 ,474 2,108 ,470
-1,151e -1,409 ,208 -,499 ,133 7,494 ,133
-,031f -,086 ,934 -,033 ,879 1,138 ,879
,259f ,621 ,554 ,228 ,605 1,653 ,605
-,724f -1,170 ,280 -,404 ,242 4,124 ,242
-,551f -1,286 ,239 -,437 ,488 2,049 ,488
-,544f -,719 ,496 -,262 ,180 5,541 ,180
-,257f -,803 ,449 -,290 ,989 1,011 ,989
,137g ,393 ,705 ,137 1,000 1,000 1,000
-,140g -,401 ,699 -,140 1,000 1,000 1,000
,236g ,686 ,512 ,236 1,000 1,000 1,000
,069g ,196 ,850 ,069 1,000 1,000 1,000
,330g ,987 ,352 ,330 1,000 1,000 1,000
-,304g -,904 ,392 -,304 1,000 1,000 1,000
-,472g -1,516 ,168 -,472 1,000 1,000 1,000
KURS
KURS
BI_RATE
KURS
BI_RATE
ROA
KURS
BI_RATE
ROA
PDB
KURS
BI_RATE
ROA
PDB
PNJLN
KURS
BI_RATE
ROA
PDB
PNJLN
INFLASI
KURS
BI_RATE
ROA
PDB
PNJLN
INFLASI
DTE
Model2
3
4
5
6
7
8
Beta In t Sig.Partial
Correlation Tolerance VIFMinimumTolerance
Collinearity Statistics
Predictors in the Model: (Constant), PNJLN, INFLASI, BI_RATE, PDB, DTE, ROAa.
Predictors in the Model: (Constant), PNJLN, INFLASI, PDB, DTE, ROAb.
Predictors in the Model: (Constant), PNJLN, INFLASI, PDB, DTEc.
Predictors in the Model: (Constant), PNJLN, INFLASI, DTEd.
Predictors in the Model: (Constant), INFLASI, DTEe.
Predictors in the Model: (Constant), DTEf.
Predictor: (constant)g.
Dependent Variable: RET_AALIh.
Regression
Model Summary
,760a ,577 -,902 ,09258 ,577 ,390 7 2 ,854
,759b ,576 -,273 ,07575 -,002 ,008 1 2 ,935
,755c ,570 ,032 ,06604 -,006 ,040 1 3 ,854
,744d ,553 ,196 ,06019 -,016 ,153 1 4 ,715
,583e ,340 ,010 ,06678 -,213 2,387 1 5 ,183
,424f ,180 -,054 ,06894 -,160 1,459 1 6 ,273
,337g ,114 ,003 ,06703 -,066 ,564 1 7 ,477
,000h ,000 ,000 ,06713 -,114 1,027 1 8 ,341
Model1
2
3
4
5
6
7
8
R R SquareAdjustedR Square
Std. Error ofthe Estimate
R SquareChange F Change df1 df2 Sig. F Change
Change Statistics
Predictors: (Constant), PNJLN, INFLASI, DTE, ROA, KURS, BI_RATE, PDBa.
Predictors: (Constant), PNJLN, DTE, ROA, KURS, BI_RATE, PDBb.
Predictors: (Constant), PNJLN, DTE, ROA, BI_RATE, PDBc.
Predictors: (Constant), PNJLN, DTE, ROA, PDBd.
Predictors: (Constant), PNJLN, DTE, PDBe.
Predictors: (Constant), PNJLN, DTEf.
Predictors: (Constant), DTEg.
Predictor: (constant)h.
ANOVAi
,023 7 ,003 ,390 ,854a
,017 2 ,009
,041 9
,023 6 ,004 ,678 ,687b
,017 3 ,006
,041 9
,023 5 ,005 1,060 ,491c
,017 4 ,004
,041 9
,022 4 ,006 1,549 ,318d
,018 5 ,004
,041 9
,014 3 ,005 1,031 ,443e
,027 6 ,004
,041 9
,007 2 ,004 ,768 ,500f
,033 7 ,005
,041 9
,005 1 ,005 1,027 ,341g
,036 8 ,004
,041 9
,000 0 ,000 . .h
,041 9 ,005
,041 9
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Model1
2
3
4
5
6
7
8
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), PNJLN, INFLASI, DTE, ROA, KURS, BI_RATE, PDBa.
Predictors: (Constant), PNJLN, DTE, ROA, KURS, BI_RATE, PDBb.
Predictors: (Constant), PNJLN, DTE, ROA, BI_RATE, PDBc.
Predictors: (Constant), PNJLN, DTE, ROA, PDBd.
Predictors: (Constant), PNJLN, DTE, PDBe.
Predictors: (Constant), PNJLN, DTEf.
Predictors: (Constant), DTEg.
Predictor: (constant)h.
Dependent Variable: RET_ANTMi.
Coefficientsa
-1,108 1,398 -,793 ,511
-,080 ,155 -1,199 -,515 ,658 ,039 25,619
,002 ,023 ,130 ,092 ,935 ,105 9,529
-2,5E-005 ,000 -,237 -,153 ,892 ,088 11,379
,004 ,027 ,159 ,139 ,902 ,163 6,120
,115 ,112 ,813 1,027 ,412 ,337 2,964
,318 ,430 ,518 ,740 ,536 ,430 2,324
,241 ,425 1,221 ,567 ,628 ,046 21,930
-1,075 1,105 -,973 ,402
-,067 ,051 -1,004 -1,312 ,281 ,241 4,141
-1,1E-005 ,000 -,108 -,201 ,854 ,485 2,064
,005 ,016 ,229 ,332 ,762 ,298 3,359
,119 ,085 ,841 1,406 ,255 ,395 2,529
,314 ,350 ,512 ,898 ,436 ,435 2,300
,207 ,168 1,049 1,233 ,305 ,196 5,115
-1,114 ,948 -1,175 ,305
-,063 ,041 -,949 -1,524 ,202 ,277 3,605
,006 ,014 ,235 ,391 ,715 ,298 3,352
,124 ,070 ,880 1,787 ,149 ,443 2,257
,331 ,296 ,540 1,120 ,325 ,462 2,162
,193 ,133 ,976 1,454 ,220 ,238 4,193
-,830 ,556 -1,492 ,196
-,069 ,036 -1,030 -1,928 ,112 ,313 3,199
,108 ,051 ,765 2,127 ,087 ,691 1,446
,379 ,245 ,618 1,545 ,183 ,558 1,792
,163 ,099 ,824 1,652 ,160 ,359 2,785
-,843 ,617 -1,367 ,221
-,042 ,034 -,623 -1,208 ,273 ,413 2,421
,086 ,054 ,607 1,587 ,164 ,752 1,330
,155 ,109 ,787 1,423 ,204 ,360 2,779
-,367 ,490 -,749 ,478
,062 ,052 ,436 1,189 ,273 ,871 1,148
,054 ,072 ,275 ,751 ,477 ,871 1,148
,000 ,038 -,009 ,993
,048 ,047 ,337 1,013 ,341 1,000 1,000
,032 ,021 1,507 ,166
(Constant)
PDB
INFLASI
KURS
BI_RATE
DTE
ROA
PNJLN
(Constant)
PDB
KURS
BI_RATE
DTE
ROA
PNJLN
(Constant)
PDB
BI_RATE
DTE
ROA
PNJLN
(Constant)
PDB
DTE
ROA
PNJLN
(Constant)
PDB
DTE
PNJLN
(Constant)
DTE
PNJLN
(Constant)
DTE
(Constant)
Model1
2
3
4
5
6
7
8
B Std. Error
UnstandardizedCoefficients
Beta
StandardizedCoefficients
t Sig. Tolerance VIF
Collinearity Statistics
Dependent Variable: RET_ANTMa.
Collinearity Diagnosticsa
7,169 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,398 4,243 ,00 ,00 ,00 ,00 ,00 ,13 ,17 ,00
,247 5,389 ,00 ,00 ,02 ,00 ,01 ,13 ,16 ,00
,120 7,718 ,00 ,00 ,09 ,00 ,00 ,03 ,08 ,00
,058 11,072 ,00 ,01 ,01 ,00 ,10 ,08 ,14 ,00
,007 32,205 ,00 ,10 ,01 ,02 ,19 ,00 ,40 ,00
,000 124,945 ,67 ,10 ,09 ,18 ,52 ,61 ,06 ,00
7,89E-005 301,351 ,32 ,79 ,78 ,80 ,17 ,03 ,00 1,00
6,317 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,397 3,989 ,00 ,00 ,00 ,00 ,16 ,16 ,00
,216 5,410 ,00 ,00 ,00 ,02 ,17 ,22 ,00
,061 10,197 ,00 ,04 ,00 ,16 ,09 ,16 ,00
,008 28,517 ,00 ,61 ,07 ,27 ,00 ,36 ,00
,001 77,551 ,12 ,29 ,91 ,10 ,20 ,01 ,09
,000 155,546 ,88 ,06 ,02 ,45 ,37 ,09 ,90
5,339 1,000 ,00 ,00 ,00 ,00 ,00 ,00
,397 3,668 ,00 ,00 ,00 ,19 ,17 ,00
,201 5,156 ,00 ,00 ,03 ,17 ,24 ,00
,057 9,647 ,00 ,06 ,14 ,13 ,23 ,00
,005 31,517 ,02 ,90 ,35 ,01 ,29 ,02
,000 141,683 ,98 ,04 ,48 ,50 ,07 ,97
4,448 1,000 ,00 ,00 ,01 ,01 ,00
,397 3,348 ,00 ,00 ,29 ,21 ,00
,141 5,616 ,00 ,00 ,44 ,44 ,00
,014 17,685 ,02 ,57 ,01 ,34 ,00
,000 95,055 ,98 ,42 ,26 ,00 1,00
3,725 1,000 ,00 ,00 ,01 ,00
,253 3,834 ,00 ,00 ,71 ,00
,021 13,411 ,02 ,47 ,01 ,00
,000 86,943 ,98 ,53 ,27 1,00
2,772 1,000 ,00 ,03 ,00
,227 3,496 ,00 ,82 ,00
,001 52,195 1,00 ,15 1,00
1,833 1,000 ,08 ,08
,167 3,315 ,92 ,92
1,000 1,000 1,00
Dimension1
2
3
4
5
6
7
8
1
2
3
4
5
6
7
1
2
3
4
5
6
1
2
3
4
5
1
2
3
4
1
2
3
1
2
1
Model1
2
3
4
5
6
7
8
EigenvalueCondition
Index (Constant) PDB INFLASI KURS BI_RATE DTE ROA PNJLN
Variance Proportions
Dependent Variable: RET_ANTMa.
Excluded Variablesh
,130a ,092 ,935 ,065 ,105 9,529 ,039
-,066b -,133 ,902 -,077 ,579 1,728 ,188
-,108b -,201 ,854 -,115 ,485 2,064 ,196
-,007c -,017 ,987 -,009 ,648 1,544 ,234
-,117c -,245 ,818 -,122 ,486 2,059 ,262
,235c ,391 ,715 ,192 ,298 3,352 ,238
-,083d -,187 ,859 -,083 ,659 1,517 ,238
-,288d -,598 ,576 -,258 ,529 1,891 ,265
,513d ,916 ,402 ,379 ,360 2,778 ,249
,618d 1,545 ,183 ,568 ,558 1,792 ,313
-,276e -,733 ,491 -,287 ,882 1,134 ,768
,029e ,066 ,950 ,027 ,716 1,398 ,700
,594e 1,061 ,330 ,397 ,367 2,726 ,360
,238e ,567 ,591 ,225 ,737 1,356 ,684
-,623e -1,208 ,273 -,442 ,413 2,421 ,360
-,332f -,997 ,352 -,353 1,000 1,000 1,000
,083f ,202 ,846 ,076 ,741 1,350 ,741
,036f ,096 ,926 ,036 ,889 1,125 ,889
,310f ,889 ,403 ,319 ,939 1,065 ,939
-,061f -,170 ,869 -,064 1,000 1,000 1,000
,275f ,751 ,477 ,273 ,871 1,148 ,871
-,336g -1,009 ,343 -,336 1,000 1,000 1,000
-,110g -,313 ,762 -,110 1,000 1,000 1,000
-,080g -,228 ,825 -,080 1,000 1,000 1,000
,207g ,599 ,566 ,207 1,000 1,000 1,000
-,068g -,192 ,853 -,068 1,000 1,000 1,000
,119g ,338 ,744 ,119 1,000 1,000 1,000
,337g 1,013 ,341 ,337 1,000 1,000 1,000
INFLASI
INFLASI
KURS
INFLASI
KURS
BI_RATE
INFLASI
KURS
BI_RATE
ROA
INFLASI
KURS
BI_RATE
ROA
PDB
INFLASI
KURS
BI_RATE
ROA
PDB
PNJLN
INFLASI
KURS
BI_RATE
ROA
PDB
PNJLN
DTE
Model2
3
4
5
6
7
8
Beta In t Sig.Partial
Correlation Tolerance VIFMinimumTolerance
Collinearity Statistics
Predictors in the Model: (Constant), PNJLN, DTE, ROA, KURS, BI_RATE, PDBa.
Predictors in the Model: (Constant), PNJLN, DTE, ROA, BI_RATE, PDBb.
Predictors in the Model: (Constant), PNJLN, DTE, ROA, PDBc.
Predictors in the Model: (Constant), PNJLN, DTE, PDBd.
Predictors in the Model: (Constant), PNJLN, DTEe.
Predictors in the Model: (Constant), DTEf.
Predictor: (constant)g.
Dependent Variable: RET_ANTMh.
Regression
Model Summaryh
,900a ,809 ,143 ,04939 ,809 1,214 7 2 ,523
,900b ,809 ,428 ,04033 ,000 ,001 1 2 ,977
,897c ,805 ,560 ,03536 -,005 ,075 1 3 ,802
,886d ,784 ,612 ,03323 -,020 ,414 1 4 ,555
,797e ,635 ,453 ,03945 -,149 3,456 1 5 ,122
,733f ,537 ,405 ,04116 -,098 1,620 1 6 ,250
,612g ,374 ,296 ,04476 -,163 2,461 1 7 ,161 1,850
Model1
2
3
4
5
6
7
R R SquareAdjustedR Square
Std. Error ofthe Estimate
R SquareChange F Change df1 df2 Sig. F Change
Change Statistics
Durbin-Watson
Predictors: (Constant), PNJLN, INFLASI, ROA, KURS, BI_RATE, DTE, PDBa.
Predictors: (Constant), PNJLN, INFLASI, ROA, KURS, BI_RATE, DTEb.
Predictors: (Constant), PNJLN, INFLASI, KURS, BI_RATE, DTEc.
Predictors: (Constant), PNJLN, INFLASI, KURS, DTEd.
Predictors: (Constant), PNJLN, INFLASI, DTEe.
Predictors: (Constant), INFLASI, DTEf.
Predictors: (Constant), INFLASIg.
Dependent Variable: RET_ASIIh.
ANOVAh
,021 7 ,003 1,214 ,523a
,005 2 ,002
,026 9
,021 6 ,003 2,123 ,287b
,005 3 ,002
,026 9
,021 5 ,004 3,294 ,136c
,005 4 ,001
,026 9
,020 4 ,005 4,546 ,064d
,006 5 ,001
,026 9
,016 3 ,005 3,484 ,090e
,009 6 ,002
,026 9
,014 2 ,007 4,057 ,068f
,012 7 ,002
,026 9
,010 1 ,010 4,780 ,060g
,016 8 ,002
,026 9
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Model1
2
3
4
5
6
7
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), PNJLN, INFLASI, ROA, KURS, BI_RATE, DTE, PDBa.
Predictors: (Constant), PNJLN, INFLASI, ROA, KURS, BI_RATE, DTEb.
Predictors: (Constant), PNJLN, INFLASI, KURS, BI_RATE, DTEc.
Predictors: (Constant), PNJLN, INFLASI, KURS, DTEd.
Predictors: (Constant), PNJLN, INFLASI, DTEe.
Predictors: (Constant), INFLASI, DTEf.
Predictors: (Constant), INFLASIg.
Dependent Variable: RET_ASIIh.
Coefficientsa
1,638 2,047 ,800 ,508
-,003 ,089 -,054 -,032 ,977 ,033 29,873
-,007 ,010 -,573 -,712 ,550 ,147 6,804
4,58E-005 ,000 ,548 ,401 ,727 ,051 19,561
-,006 ,013 -,299 -,442 ,702 ,208 4,806
-,011 ,014 -,945 -,732 ,540 ,057 17,480
-,229 1,336 -,230 -,172 ,880 ,053 18,910
-,240 ,424 -,945 -,565 ,629 ,034 29,341
1,679 1,317 1,275 ,292
-,008 ,004 -,596 -2,065 ,131 ,762 1,313
4,93E-005 ,000 ,590 1,645 ,198 ,495 2,021
-,005 ,009 -,287 -,620 ,579 ,296 3,376
-,010 ,009 -,920 -1,088 ,356 ,089 11,257
-,197 ,720 -,198 -,274 ,802 ,122 8,224
-,251 ,172 -,992 -1,463 ,240 ,138 7,232
1,400 ,731 1,915 ,128
-,008 ,003 -,615 -2,498 ,067 ,806 1,241
4,75E-005 ,000 ,568 1,853 ,137 ,520 1,921
-,004 ,006 -,215 -,644 ,555 ,439 2,279
-,008 ,003 -,707 -2,470 ,069 ,597 1,675
-,218 ,106 -,860 -2,055 ,109 ,279 3,587
1,098 ,527 2,084 ,092
-,008 ,003 -,638 -2,790 ,038 ,824 1,214
4,03E-005 ,000 ,482 1,859 ,122 ,641 1,561
-,008 ,003 -,715 -2,661 ,045 ,598 1,672
-,175 ,077 -,690 -2,261 ,073 ,463 2,160
,878 ,610 1,440 ,200
-,006 ,003 -,495 -1,935 ,101 ,930 1,076
-,007 ,004 -,656 -2,072 ,084 ,606 1,649
-,100 ,078 -,393 -1,273 ,250 ,638 1,566
,103 ,032 3,243 ,014
-,006 ,003 -,501 -1,878 ,102 ,930 1,075
-,005 ,003 -,418 -1,569 ,161 ,930 1,075
,099 ,034 2,864 ,021
-,008 ,004 -,612 -2,186 ,060 1,000 1,000
(Constant)
PDB
INFLASI
KURS
BI_RATE
DTE
ROA
PNJLN
(Constant)
INFLASI
KURS
BI_RATE
DTE
ROA
PNJLN
(Constant)
INFLASI
KURS
BI_RATE
DTE
PNJLN
(Constant)
INFLASI
KURS
DTE
PNJLN
(Constant)
INFLASI
DTE
PNJLN
(Constant)
INFLASI
DTE
(Constant)
INFLASI
Model1
2
3
4
5
6
7
B Std. Error
UnstandardizedCoefficients
Beta
StandardizedCoefficients
t Sig. Tolerance VIF
Collinearity Statistics
Dependent Variable: RET_ASIIa.
Collinearity Diagnosticsa
6,941 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,802 2,942 ,00 ,00 ,00 ,00 ,00 ,03 ,00 ,00
,128 7,373 ,00 ,00 ,16 ,00 ,00 ,01 ,00 ,00
,072 9,836 ,00 ,01 ,00 ,00 ,05 ,01 ,03 ,00
,048 12,025 ,00 ,00 ,00 ,00 ,13 ,13 ,09 ,00
,009 27,658 ,00 ,04 ,01 ,01 ,19 ,03 ,05 ,00
,000 152,766 ,11 ,26 ,32 ,20 ,62 ,77 ,70 ,00
1,59E-005 661,604 ,89 ,69 ,50 ,79 ,01 ,02 ,13 ,99
5,998 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,791 2,754 ,00 ,00 ,00 ,00 ,05 ,01 ,00
,126 6,886 ,00 ,85 ,00 ,00 ,02 ,00 ,00
,048 11,169 ,00 ,02 ,00 ,21 ,19 ,17 ,00
,035 13,128 ,00 ,01 ,01 ,18 ,05 ,19 ,00
,002 57,253 ,01 ,09 ,71 ,00 ,06 ,07 ,01
4,67E-005 358,323 ,99 ,03 ,28 ,60 ,63 ,55 ,99
5,295 1,000 ,00 ,00 ,00 ,00 ,01 ,00
,539 3,136 ,00 ,00 ,00 ,00 ,59 ,00
,123 6,548 ,00 ,90 ,00 ,00 ,03 ,00
,041 11,394 ,00 ,02 ,00 ,58 ,17 ,00
,002 49,532 ,03 ,07 ,67 ,00 ,03 ,01
,000 225,652 ,97 ,00 ,33 ,41 ,17 ,99
4,337 1,000 ,00 ,01 ,00 ,01 ,00
,538 2,839 ,00 ,00 ,00 ,58 ,00
,122 5,959 ,00 ,90 ,00 ,05 ,00
,002 44,786 ,04 ,07 ,82 ,02 ,01
,000 156,394 ,96 ,02 ,18 ,34 ,99
3,381 1,000 ,00 ,01 ,02 ,00
,505 2,587 ,00 ,01 ,60 ,00
,114 5,453 ,00 ,98 ,03 ,00
,000 126,249 1,00 ,00 ,35 1,00
2,468 1,000 ,02 ,02 ,06
,445 2,356 ,06 ,04 ,92
,087 5,313 ,91 ,94 ,01
1,912 1,000 ,04 ,04
,088 4,651 ,96 ,96
Dimension1
2
3
4
5
6
7
8
1
2
3
4
5
6
7
1
2
3
4
5
6
1
2
3
4
5
1
2
3
4
1
2
3
1
2
Model1
2
3
4
5
6
7
EigenvalueCondition
Index (Constant) PDB INFLASI KURS BI_RATE DTE ROA PNJLN
Variance Proportions
Dependent Variable: RET_ASIIa.
Excluded Variablesg
-,054a -,032 ,977 -,023 ,033 29,873 ,033
,163b ,179 ,870 ,103 ,077 12,992 ,041
-,198b -,274 ,802 -,156 ,122 8,224 ,089
,164c ,197 ,854 ,098 ,077 12,992 ,044
,058c ,105 ,921 ,053 ,180 5,550 ,120
-,215c -,644 ,555 -,306 ,439 2,279 ,279
-,470d -1,516 ,190 -,561 ,521 1,921 ,380
-,003d -,005 ,996 -,002 ,181 5,526 ,120
,053d ,145 ,891 ,065 ,540 1,851 ,472
,482d 1,859 ,122 ,639 ,641 1,561 ,463
-,493e -2,257 ,065 -,678 ,876 1,142 ,816
,352e ,700 ,510 ,275 ,282 3,541 ,272
,227e ,727 ,494 ,285 ,731 1,369 ,731
,175e ,610 ,564 ,242 ,883 1,132 ,846
-,393e -1,273 ,250 -,461 ,638 1,566 ,606
-,291f -1,044 ,331 -,367 ,998 1,002 ,998
,449f 1,773 ,119 ,557 ,964 1,037 ,964
,004f ,013 ,990 ,005 ,892 1,121 ,892
,268f ,920 ,388 ,329 ,942 1,061 ,942
-,016f -,051 ,960 -,019 ,979 1,021 ,979
-,418f -1,569 ,161 -,510 ,930 1,075 ,930
PDB
PDB
ROA
PDB
ROA
BI_RATE
PDB
ROA
BI_RATE
KURS
PDB
ROA
BI_RATE
KURS
PNJLN
PDB
ROA
BI_RATE
KURS
PNJLN
DTE
Model2
3
4
5
6
7
Beta In t Sig.Partial
Correlation Tolerance VIFMinimumTolerance
Collinearity Statistics
Predictors in the Model: (Constant), PNJLN, INFLASI, ROA, KURS, BI_RATE, DTEa.
Predictors in the Model: (Constant), PNJLN, INFLASI, KURS, BI_RATE, DTEb.
Predictors in the Model: (Constant), PNJLN, INFLASI, KURS, DTEc.
Predictors in the Model: (Constant), PNJLN, INFLASI, DTEd.
Predictors in the Model: (Constant), INFLASI, DTEe.
Predictors in the Model: (Constant), INFLASIf.
Dependent Variable: RET_ASIIg.
Regression
Model Summaryh
,867a ,752 -,117 ,06085 ,752 ,866 7 2 ,631
,867b ,752 ,256 ,04969 ,000 ,000 1 2 ,996
,866c ,750 ,437 ,04321 -,002 ,024 1 3 ,886
,862d ,744 ,539 ,03912 -,006 ,099 1 4 ,768
,861e ,742 ,612 ,03585 -,002 ,038 1 5 ,852
,794f ,630 ,524 ,03972 -,112 2,592 1 6 ,159
,665g ,442 ,372 ,04562 -,188 3,555 1 7 ,101 1,900
Model1
2
3
4
5
6
7
R R SquareAdjustedR Square
Std. Error ofthe Estimate
R SquareChange F Change df1 df2 Sig. F Change
Change Statistics
Durbin-Watson
Predictors: (Constant), PNJLN, DTE, ROA, INFLASI, PDB, BI_RATE, KURSa.
Predictors: (Constant), PNJLN, DTE, ROA, INFLASI, PDB, KURSb.
Predictors: (Constant), PNJLN, DTE, INFLASI, PDB, KURSc.
Predictors: (Constant), DTE, INFLASI, PDB, KURSd.
Predictors: (Constant), DTE, INFLASI, KURSe.
Predictors: (Constant), DTE, INFLASIf.
Predictors: (Constant), DTEg.
Dependent Variable: RET_INDFh.
ANOVAh
,022 7 ,003 ,866 ,631a
,007 2 ,004
,030 9
,022 6 ,004 1,515 ,394b
,007 3 ,002
,030 9
,022 5 ,004 2,398 ,209c
,007 4 ,002
,030 9
,022 4 ,006 3,626 ,095d
,008 5 ,002
,030 9
,022 3 ,007 5,742 ,034e
,008 6 ,001
,030 9
,019 2 ,009 5,961 ,031f
,011 7 ,002
,030 9
,013 1 ,013 6,341 ,036g
,017 8 ,002
,030 9
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Model1
2
3
4
5
6
7
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), PNJLN, DTE, ROA, INFLASI, PDB, BI_RATE, KURSa.
Predictors: (Constant), PNJLN, DTE, ROA, INFLASI, PDB, KURSb.
Predictors: (Constant), PNJLN, DTE, INFLASI, PDB, KURSc.
Predictors: (Constant), DTE, INFLASI, PDB, KURSd.
Predictors: (Constant), DTE, INFLASI, KURSe.
Predictors: (Constant), DTE, INFLASIf.
Predictors: (Constant), DTEg.
Dependent Variable: RET_INDFh.
Coefficientsa
-,243 1,840 -,132 ,907
-,012 ,045 -,210 -,267 ,814 ,200 4,990
-,006 ,020 -,462 -,319 ,780 ,059 16,835
2,10E-005 ,000 ,232 ,192 ,865 ,085 11,735
,000 ,023 -,006 -,006 ,996 ,099 10,069
-,094 ,120 -,533 -,786 ,514 ,269 3,714
-,284 5,381 -,076 -,053 ,963 ,059 16,886
,060 ,398 ,170 ,150 ,894 ,096 10,388
-,240 1,423 -,169 ,877
-,012 ,034 -,209 -,346 ,752 ,228 4,393
-,006 ,009 -,469 -,754 ,505 ,214 4,663
2,14E-005 ,000 ,237 ,340 ,756 ,170 5,879
-,094 ,071 -,531 -1,312 ,281 ,505 1,979
-,311 1,985 -,084 -,156 ,886 ,290 3,448
,059 ,278 ,167 ,210 ,847 ,131 7,623
-,312 1,171 -,266 ,803
-,010 ,029 -,182 -,362 ,736 ,248 4,030
-,006 ,006 -,416 -,917 ,411 ,305 3,283
1,73E-005 ,000 ,192 ,347 ,746 ,206 4,864
-,100 ,052 -,566 -1,932 ,126 ,729 1,372
,072 ,229 ,206 ,315 ,768 ,146 6,858
,045 ,268 ,168 ,873
-,003 ,013 -,045 -,196 ,852 ,956 1,046
-,007 ,003 -,531 -2,213 ,078 ,889 1,125
3,10E-005 ,000 ,344 1,414 ,216 ,869 1,151
-,093 ,042 -,524 -2,212 ,078 ,912 1,096
,023 ,222 ,102 ,922
-,007 ,003 -,536 -2,451 ,050 ,899 1,112
3,18E-005 ,000 ,352 1,610 ,159 ,899 1,112
-,091 ,038 -,518 -2,407 ,053 ,928 1,077
,344 ,108 3,179 ,016
-,006 ,003 -,440 -1,886 ,101 ,973 1,028
-,105 ,041 -,592 -2,541 ,039 ,973 1,028
,324 ,124 2,622 ,031
-,117 ,047 -,665 -2,518 ,036 1,000 1,000
(Constant)
PDB
INFLASI
KURS
BI_RATE
DTE
ROA
PNJLN
(Constant)
PDB
INFLASI
KURS
DTE
ROA
PNJLN
(Constant)
PDB
INFLASI
KURS
DTE
PNJLN
(Constant)
PDB
INFLASI
KURS
DTE
(Constant)
INFLASI
KURS
DTE
(Constant)
INFLASI
DTE
(Constant)
DTE
Model1
2
3
4
5
6
7
B Std. Error
UnstandardizedCoefficients
Beta
StandardizedCoefficients
t Sig. Tolerance VIF
Collinearity Statistics
Dependent Variable: RET_INDFa.
Collinearity Diagnosticsa
7,630 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,206 6,085 ,00 ,00 ,02 ,00 ,00 ,00 ,02 ,00
,131 7,645 ,00 ,01 ,03 ,00 ,01 ,00 ,00 ,00
,015 22,621 ,00 ,07 ,03 ,00 ,23 ,05 ,03 ,00
,011 26,116 ,00 ,06 ,00 ,01 ,01 ,14 ,00 ,00
,007 33,502 ,00 ,34 ,07 ,00 ,09 ,08 ,28 ,00
,001 103,989 ,07 ,00 ,22 ,20 ,42 ,29 ,34 ,00
2,95E-005 508,656 ,93 ,52 ,63 ,79 ,24 ,44 ,33 1,00
6,675 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,200 5,779 ,00 ,00 ,09 ,00 ,00 ,09 ,00
,104 8,016 ,00 ,03 ,12 ,00 ,00 ,09 ,00
,011 24,289 ,00 ,02 ,00 ,02 ,36 ,00 ,00
,008 28,841 ,00 ,49 ,07 ,00 ,17 ,69 ,00
,001 66,950 ,03 ,01 ,05 ,23 ,21 ,02 ,00
3,87E-005 415,221 ,97 ,45 ,66 ,75 ,26 ,11 1,00
5,814 1,000 ,00 ,00 ,00 ,00 ,00 ,00
,141 6,412 ,00 ,00 ,31 ,00 ,00 ,00
,031 13,618 ,00 ,22 ,00 ,00 ,04 ,00
,011 22,682 ,00 ,01 ,00 ,02 ,57 ,00
,002 61,791 ,04 ,05 ,04 ,26 ,22 ,00
4,33E-005 366,239 ,96 ,71 ,64 ,72 ,17 1,00
4,823 1,000 ,00 ,00 ,01 ,00 ,00
,134 5,989 ,00 ,02 ,91 ,00 ,00
,031 12,530 ,00 ,80 ,02 ,01 ,07
,011 21,304 ,01 ,05 ,00 ,12 ,65
,001 59,277 ,98 ,13 ,07 ,87 ,27
3,862 1,000 ,00 ,01 ,00 ,00
,125 5,556 ,00 ,93 ,00 ,01
,011 18,727 ,01 ,00 ,10 ,73
,002 49,670 ,98 ,06 ,90 ,26
2,879 1,000 ,00 ,02 ,00
,114 5,028 ,02 ,98 ,02
,007 20,548 ,98 ,00 ,98
1,993 1,000 ,00 ,00
,007 17,085 1,00 1,00
Dimension1
2
3
4
5
6
7
8
1
2
3
4
5
6
7
1
2
3
4
5
6
1
2
3
4
5
1
2
3
4
1
2
3
1
2
Model1
2
3
4
5
6
7
EigenvalueCondition
Index (Constant) PDB INFLASI KURS BI_RATE DTE ROA PNJLN
Variance Proportions
Dependent Variable: RET_INDFa.
Excluded Variablesg
-,006a -,006 ,996 -,004 ,099 10,069 ,059
-,059b -,143 ,896 -,082 ,486 2,056 ,146
-,084b -,156 ,886 -,090 ,290 3,448 ,131
-,060c -,166 ,876 -,083 ,486 2,056 ,486
-,119c -,270 ,801 -,134 ,322 3,103 ,322
,206c ,315 ,768 ,156 ,146 6,858 ,146
-,002d -,009 ,993 -,004 ,867 1,153 ,817
-,015d -,057 ,957 -,025 ,708 1,413 ,708
,003d ,009 ,993 ,004 ,562 1,780 ,562
-,045d -,196 ,852 -,087 ,956 1,046 ,869
-,012e -,047 ,964 -,019 ,868 1,152 ,868
,113e ,412 ,695 ,166 ,799 1,251 ,799
,217e ,878 ,414 ,338 ,895 1,118 ,874
-,106e -,430 ,682 -,173 ,990 1,010 ,964
,352e 1,610 ,159 ,549 ,899 1,112 ,899
-,147f -,518 ,621 -,192 ,957 1,045 ,957
,261f ,941 ,378 ,335 ,918 1,089 ,918
,333f 1,315 ,230 ,445 ,995 1,005 ,995
-,130f -,464 ,657 -,173 ,993 1,007 ,993
,205f ,743 ,482 ,270 ,973 1,028 ,973
-,440f -1,886 ,101 -,580 ,973 1,028 ,973
BI_RATE
BI_RATE
ROA
BI_RATE
ROA
PNJLN
BI_RATE
ROA
PNJLN
PDB
BI_RATE
ROA
PNJLN
PDB
KURS
BI_RATE
ROA
PNJLN
PDB
KURS
INFLASI
Model2
3
4
5
6
7
Beta In t Sig.Partial
Correlation Tolerance VIFMinimumTolerance
Collinearity Statistics
Predictors in the Model: (Constant), PNJLN, DTE, ROA, INFLASI, PDB, KURSa.
Predictors in the Model: (Constant), PNJLN, DTE, INFLASI, PDB, KURSb.
Predictors in the Model: (Constant), DTE, INFLASI, PDB, KURSc.
Predictors in the Model: (Constant), DTE, INFLASI, KURSd.
Predictors in the Model: (Constant), DTE, INFLASIe.
Predictors in the Model: (Constant), DTEf.
Dependent Variable: RET_INDFg.
Regression
Model Summaryf
,955a ,911 ,600 ,01987 ,911 2,932 7 2 ,278
,953b ,909 ,726 ,01645 -,003 ,057 1 2 ,833
,948c ,898 ,770 ,01507 -,011 ,355 1 3 ,593
,932d ,869 ,764 ,01527 -,029 1,139 1 4 ,346
,924e ,854 ,782 ,01469 -,014 ,548 1 5 ,492 2,881
Model1
2
3
4
5
R R SquareAdjustedR Square
Std. Error ofthe Estimate
R SquareChange F Change df1 df2 Sig. F Change
Change Statistics
Durbin-Watson
Predictors: (Constant), PNJLN, INFLASI, KURS, BI_RATE, DTE, ROA, PDBa.
Predictors: (Constant), PNJLN, INFLASI, KURS, BI_RATE, DTE, ROAb.
Predictors: (Constant), PNJLN, INFLASI, KURS, DTE, ROAc.
Predictors: (Constant), PNJLN, INFLASI, DTE, ROAd.
Predictors: (Constant), PNJLN, INFLASI, DTEe.
Dependent Variable: RET_ISATf.
ANOVAf
,008 7 ,001 2,932 ,278a
,001 2 ,000
,009 9
,008 6 ,001 4,974 ,108b
,001 3 ,000
,009 9
,008 5 ,002 7,033 ,041c
,001 4 ,000
,009 9
,008 4 ,002 8,277 ,020d
,001 5 ,000
,009 9
,008 3 ,003 11,737 ,006e
,001 6 ,000
,009 9
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Model1
2
3
4
5
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), PNJLN, INFLASI, KURS, BI_RATE, DTE, ROA, PDBa.
Predictors: (Constant), PNJLN, INFLASI, KURS, BI_RATE, DTE, ROAb.
Predictors: (Constant), PNJLN, INFLASI, KURS, DTE, ROAc.
Predictors: (Constant), PNJLN, INFLASI, DTE, ROAd.
Predictors: (Constant), PNJLN, INFLASI, DTEe.
Dependent Variable: RET_ISATf.
Coefficientsa
-,818 ,511 -1,599 ,251
-,004 ,016 -,126 -,239 ,833 ,161 6,206
-,003 ,003 -,402 -1,063 ,399 ,310 3,223
9,13E-006 ,000 ,185 ,314 ,783 ,128 7,832
-,002 ,004 -,189 -,548 ,639 ,375 2,670
-,118 ,044 -1,419 -2,692 ,115 ,160 6,257
,099 ,177 ,242 ,558 ,633 ,236 4,231
,138 ,061 1,117 2,245 ,154 ,179 5,572
-,859 ,399 -2,156 ,120
-,004 ,002 -,470 -2,274 ,108 ,712 1,404
1,48E-005 ,000 ,299 1,043 ,374 ,369 2,706
-,002 ,003 -,156 -,595 ,593 ,446 2,244
-,125 ,026 -1,505 -4,746 ,018 ,303 3,306
,117 ,133 ,286 ,880 ,444 ,288 3,470
,135 ,050 1,092 2,711 ,073 ,188 5,331
-,982 ,313 -3,138 ,035
-,004 ,001 -,467 -2,469 ,069 ,713 1,403
1,37E-005 ,000 ,278 1,067 ,346 ,375 2,666
-,124 ,024 -1,485 -5,142 ,007 ,306 3,266
,143 ,115 ,351 1,251 ,279 ,325 3,081
,151 ,039 1,220 3,903 ,017 ,262 3,823
-,775 ,249 -3,111 ,027
-,003 ,001 -,409 -2,226 ,077 ,777 1,286
-,110 ,020 -1,318 -5,357 ,003 ,434 2,306
,068 ,091 ,165 ,740 ,492 ,527 1,897
,137 ,037 1,110 3,711 ,014 ,293 3,408
-,656 ,183 -3,586 ,012
-,003 ,001 -,461 -2,827 ,030 ,912 1,097
-,108 ,020 -1,292 -5,517 ,001 ,442 2,262
,121 ,029 ,979 4,222 ,006 ,451 2,215
(Constant)
PDB
INFLASI
KURS
BI_RATE
DTE
ROA
PNJLN
(Constant)
INFLASI
KURS
BI_RATE
DTE
ROA
PNJLN
(Constant)
INFLASI
KURS
DTE
ROA
PNJLN
(Constant)
INFLASI
DTE
ROA
PNJLN
(Constant)
INFLASI
DTE
PNJLN
Model1
2
3
4
5
B Std. Error
UnstandardizedCoefficients
Beta
StandardizedCoefficients
t Sig. Tolerance VIF
Collinearity Statistics
Dependent Variable: RET_ISATa.
Collinearity Diagnosticsa
7,258 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,452 4,005 ,00 ,00 ,00 ,00 ,00 ,00 ,21 ,00
,181 6,328 ,00 ,00 ,17 ,00 ,01 ,01 ,00 ,00
,077 9,689 ,00 ,01 ,16 ,00 ,18 ,00 ,02 ,00
,020 19,219 ,00 ,12 ,10 ,00 ,00 ,24 ,04 ,00
,011 25,677 ,00 ,11 ,00 ,01 ,50 ,08 ,00 ,00
,000 143,292 ,03 ,72 ,57 ,84 ,02 ,38 ,14 ,19
9,49E-005 276,485 ,97 ,04 ,01 ,15 ,29 ,28 ,59 ,81
6,301 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,446 3,757 ,00 ,01 ,00 ,00 ,00 ,25 ,00
,171 6,074 ,00 ,41 ,00 ,01 ,03 ,00 ,00
,066 9,738 ,00 ,40 ,00 ,28 ,04 ,03 ,00
,014 21,265 ,00 ,06 ,01 ,35 ,53 ,04 ,00
,001 69,395 ,01 ,10 ,85 ,09 ,09 ,08 ,03
9,77E-005 253,931 ,99 ,01 ,14 ,27 ,31 ,59 ,96
5,365 1,000 ,00 ,00 ,00 ,00 ,00 ,00
,445 3,473 ,00 ,01 ,00 ,00 ,28 ,00
,163 5,729 ,00 ,53 ,00 ,03 ,00 ,00
,025 14,729 ,00 ,32 ,01 ,43 ,08 ,00
,001 60,285 ,01 ,12 ,70 ,02 ,08 ,06
,000 200,584 ,99 ,01 ,29 ,53 ,55 ,94
4,383 1,000 ,00 ,01 ,00 ,01 ,00
,434 3,178 ,00 ,02 ,00 ,45 ,00
,161 5,220 ,00 ,55 ,05 ,01 ,00
,022 14,113 ,00 ,32 ,57 ,16 ,00
,000 155,410 1,00 ,10 ,38 ,38 1,00
3,808 1,000 ,00 ,01 ,00 ,00
,162 4,841 ,00 ,67 ,04 ,00
,029 11,475 ,01 ,31 ,49 ,00
,000 113,931 ,99 ,01 ,47 1,00
Dimension1
2
3
4
5
6
7
8
1
2
3
4
5
6
7
1
2
3
4
5
6
1
2
3
4
5
1
2
3
4
Model1
2
3
4
5
EigenvalueCondition
Index (Constant) PDB INFLASI KURS BI_RATE DTE ROA PNJLN
Variance Proportions
Dependent Variable: RET_ISATa.
Excluded Variablese
-,126a -,239 ,833 -,167 ,161 6,206 ,128
-,011b -,026 ,981 -,015 ,192 5,216 ,137
-,156b -,595 ,593 -,325 ,446 2,244 ,188
-,191c -,830 ,453 -,383 ,526 1,901 ,218
-,122c -,466 ,666 -,227 ,452 2,210 ,196
,278c 1,067 ,346 ,471 ,375 2,666 ,262
-,110d -,517 ,627 -,225 ,606 1,651 ,386
-,169d -,808 ,456 -,340 ,588 1,702 ,386
,076d ,353 ,739 ,156 ,609 1,641 ,375
,165d ,740 ,492 ,314 ,527 1,897 ,293
PDB
PDB
BI_RATE
PDB
BI_RATE
KURS
PDB
BI_RATE
KURS
ROA
Model2
3
4
5
Beta In t Sig.Partial
Correlation Tolerance VIFMinimumTolerance
Collinearity Statistics
Predictors in the Model: (Constant), PNJLN, INFLASI, KURS, BI_RATE, DTE, ROAa.
Predictors in the Model: (Constant), PNJLN, INFLASI, KURS, DTE, ROAb.
Predictors in the Model: (Constant), PNJLN, INFLASI, DTE, ROAc.
Predictors in the Model: (Constant), PNJLN, INFLASI, DTEd.
Dependent Variable: RET_ISATe.
Regression
Model Summaryf
,980a ,961 ,823 ,02816 ,961 6,965 7 2 ,131
,974b ,948 ,845 ,02634 -,012 ,625 1 2 ,512
,965c ,930 ,843 ,02648 -,018 1,043 1 3 ,382
,942d ,888 ,798 ,03002 -,042 2,427 1 4 ,194
,910e ,828 ,742 ,03397 -,060 2,682 1 5 ,162 2,662
Model1
2
3
4
5
R R SquareAdjustedR Square
Std. Error ofthe Estimate
R SquareChange F Change df1 df2 Sig. F Change
Change Statistics
Durbin-Watson
Predictors: (Constant), PNJLN, INFLASI, KURS, BI_RATE, ROA, PDB, DTEa.
Predictors: (Constant), PNJLN, KURS, BI_RATE, ROA, PDB, DTEb.
Predictors: (Constant), PNJLN, BI_RATE, ROA, PDB, DTEc.
Predictors: (Constant), BI_RATE, ROA, PDB, DTEd.
Predictors: (Constant), BI_RATE, ROA, DTEe.
Dependent Variable: RET_KLBFf.
ANOVAf
,039 7 ,006 6,965 ,131a
,002 2 ,001
,040 9
,038 6 ,006 9,168 ,048b
,002 3 ,001
,040 9
,037 5 ,007 10,679 ,020c
,003 4 ,001
,040 9
,036 4 ,009 9,914 ,014d
,005 5 ,001
,040 9
,033 3 ,011 9,626 ,010e
,007 6 ,001
,040 9
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Model1
2
3
4
5
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), PNJLN, INFLASI, KURS, BI_RATE, ROA, PDB, DTEa.
Predictors: (Constant), PNJLN, KURS, BI_RATE, ROA, PDB, DTEb.
Predictors: (Constant), PNJLN, BI_RATE, ROA, PDB, DTEc.
Predictors: (Constant), BI_RATE, ROA, PDB, DTEd.
Predictors: (Constant), BI_RATE, ROA, DTEe.
Dependent Variable: RET_KLBFf.
Coefficientsa
-2,033 1,014 -2,004 ,183
-,080 ,049 -1,208 -1,627 ,245 ,036 27,977
,004 ,005 ,256 ,790 ,512 ,188 5,326
-7,8E-005 ,000 -,745 -1,161 ,365 ,048 20,899
-,024 ,007 -1,036 -3,478 ,074 ,222 4,502
,088 ,034 3,976 2,559 ,125 ,008 122,523
3,614 1,654 3,215 2,185 ,160 ,009 109,852
,424 ,273 1,700 1,551 ,261 ,016 60,993
-1,523 ,732 -2,080 ,129
-,046 ,023 -,696 -2,050 ,133 ,150 6,675
-3,2E-005 ,000 -,305 -1,021 ,382 ,193 5,183
-,025 ,007 -1,059 -3,821 ,032 ,224 4,457
,098 ,030 4,435 3,290 ,046 ,009 105,411
4,379 1,254 3,896 3,491 ,040 ,014 72,220
,247 ,146 ,989 1,688 ,190 ,050 19,915
-1,097 ,605 -1,813 ,144
-,029 ,015 -,434 -1,942 ,124 ,349 2,863
-,027 ,006 -1,131 -4,194 ,014 ,240 4,172
,101 ,030 4,550 3,370 ,028 ,010 104,674
4,768 1,201 4,242 3,969 ,017 ,015 65,549
,119 ,077 ,479 1,558 ,194 ,184 5,426
-,206 ,223 -,923 ,398
-,027 ,017 -,414 -1,638 ,162 ,350 2,854
-,024 ,007 -1,007 -3,447 ,018 ,263 3,808
,076 ,029 3,431 2,647 ,046 ,013 75,033
4,016 1,247 3,573 3,220 ,023 ,018 54,965
-,524 ,123 -4,256 ,005
-,026 ,008 -1,118 -3,480 ,013 ,278 3,602
,107 ,024 4,832 4,385 ,005 ,024 42,346
5,308 1,093 4,723 4,858 ,003 ,030 32,961
(Constant)
PDB
INFLASI
KURS
BI_RATE
DTE
ROA
PNJLN
(Constant)
PDB
KURS
BI_RATE
DTE
ROA
PNJLN
(Constant)
PDB
BI_RATE
DTE
ROA
PNJLN
(Constant)
PDB
BI_RATE
DTE
ROA
(Constant)
BI_RATE
DTE
ROA
Model1
2
3
4
5
B Std. Error
UnstandardizedCoefficients
Beta
StandardizedCoefficients
t Sig. Tolerance VIF
Collinearity Statistics
Dependent Variable: RET_KLBFa.
Collinearity Diagnosticsa
6,952 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,845 2,869 ,00 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,127 7,395 ,00 ,00 ,21 ,00 ,00 ,00 ,00 ,00
,058 10,947 ,00 ,01 ,00 ,00 ,11 ,00 ,00 ,00
,013 23,044 ,00 ,04 ,02 ,00 ,34 ,01 ,01 ,00
,004 39,519 ,00 ,00 ,01 ,02 ,26 ,17 ,15 ,00
,000 140,511 ,12 ,18 ,11 ,10 ,27 ,79 ,62 ,00
1,73E-005 633,134 ,88 ,77 ,65 ,88 ,01 ,02 ,21 1,00
6,087 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,835 2,700 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,058 10,234 ,00 ,04 ,00 ,12 ,00 ,01 ,00
,014 20,706 ,00 ,14 ,01 ,32 ,01 ,01 ,00
,005 36,162 ,00 ,01 ,08 ,19 ,18 ,21 ,00
,001 107,981 ,11 ,48 ,29 ,37 ,70 ,77 ,02
4,77E-005 357,341 ,89 ,32 ,63 ,00 ,11 ,00 ,98
5,094 1,000 ,00 ,00 ,00 ,00 ,00 ,00
,834 2,471 ,00 ,00 ,00 ,00 ,00 ,00
,058 9,391 ,00 ,09 ,12 ,00 ,01 ,00
,012 20,441 ,00 ,30 ,44 ,03 ,04 ,00
,002 53,236 ,01 ,59 ,29 ,48 ,62 ,05
,000 212,269 ,99 ,02 ,15 ,48 ,33 ,95
4,101 1,000 ,00 ,00 ,00 ,00 ,00
,830 2,222 ,00 ,00 ,00 ,01 ,00
,056 8,550 ,00 ,11 ,12 ,00 ,01
,011 19,255 ,03 ,22 ,56 ,07 ,07
,001 62,336 ,97 ,67 ,32 ,92 ,92
3,169 1,000 ,00 ,00 ,00 ,00
,804 1,986 ,00 ,00 ,01 ,00
,025 11,307 ,11 ,46 ,02 ,00
,003 33,849 ,89 ,54 ,97 1,00
Dimension1
2
3
4
5
6
7
8
1
2
3
4
5
6
7
1
2
3
4
5
6
1
2
3
4
5
1
2
3
4
Model1
2
3
4
5
EigenvalueCondition
Index (Constant) PDB INFLASI KURS BI_RATE DTE ROA PNJLN
Variance Proportions
Dependent Variable: RET_KLBFa.
Excluded Variablese
,256a ,790 ,512 ,488 ,188 5,326 ,008
-,070b -,411 ,708 -,231 ,757 1,321 ,009
-,305b -1,021 ,382 -,508 ,193 5,183 ,009
-,059c -,310 ,772 -,153 ,759 1,318 ,013
,125c ,664 ,543 ,315 ,708 1,412 ,010
,479c 1,558 ,194 ,614 ,184 5,426 ,010
-,142d -,747 ,489 -,317 ,857 1,166 ,023
,219d 1,322 ,243 ,509 ,926 1,080 ,022
,445d 1,163 ,297 ,461 ,185 5,409 ,013
-,414d -1,638 ,162 -,591 ,350 2,854 ,013
INFLASI
INFLASI
KURS
INFLASI
KURS
PNJLN
INFLASI
KURS
PNJLN
PDB
Model2
3
4
5
Beta In t Sig.Partial
Correlation Tolerance VIFMinimumTolerance
Collinearity Statistics
Predictors in the Model: (Constant), PNJLN, KURS, BI_RATE, ROA, PDB, DTEa.
Predictors in the Model: (Constant), PNJLN, BI_RATE, ROA, PDB, DTEb.
Predictors in the Model: (Constant), BI_RATE, ROA, PDB, DTEc.
Predictors in the Model: (Constant), BI_RATE, ROA, DTEd.
Dependent Variable: RET_KLBFe.
Regression
Model Summaryf
,948a ,898 ,541 ,02260 ,898 2,514 7 2 ,314
,920b ,847 ,540 ,02263 -,051 1,008 1 2 ,421
,911c ,829 ,616 ,02066 -,017 ,335 1 3 ,603
,860d ,740 ,533 ,02280 -,089 2,088 1 4 ,222
,810e ,656 ,484 ,02396 -,084 1,623 1 5 ,259 1,846
Model1
2
3
4
5
R R SquareAdjustedR Square
Std. Error ofthe Estimate
R SquareChange F Change df1 df2 Sig. F Change
Change Statistics
Durbin-Watson
Predictors: (Constant), PNJLN, PDB, INFLASI, ROA, BI_RATE, KURS, DTEa.
Predictors: (Constant), PNJLN, PDB, ROA, BI_RATE, KURS, DTEb.
Predictors: (Constant), PNJLN, ROA, BI_RATE, KURS, DTEc.
Predictors: (Constant), PNJLN, ROA, KURS, DTEd.
Predictors: (Constant), PNJLN, ROA, KURSe.
Dependent Variable: RET_MEDCf.
ANOVAf
,009 7 ,001 2,514 ,314a
,001 2 ,001
,010 9
,008 6 ,001 2,758 ,217b
,002 3 ,001
,010 9
,008 5 ,002 3,889 ,106c
,002 4 ,000
,010 9
,007 4 ,002 3,564 ,098d
,003 5 ,001
,010 9
,007 3 ,002 3,815 ,077e
,003 6 ,001
,010 9
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Model1
2
3
4
5
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), PNJLN, PDB, INFLASI, ROA, BI_RATE, KURS, DTEa.
Predictors: (Constant), PNJLN, PDB, ROA, BI_RATE, KURS, DTEb.
Predictors: (Constant), PNJLN, ROA, BI_RATE, KURS, DTEc.
Predictors: (Constant), PNJLN, ROA, KURS, DTEd.
Predictors: (Constant), PNJLN, ROA, KURSe.
Dependent Variable: RET_MEDCf.
Coefficientsa
,243 ,237 1,027 ,412
,043 ,038 1,313 1,153 ,368 ,039 25,414
-,006 ,006 -,694 -1,004 ,421 ,107 9,377
8,99E-005 ,000 1,720 1,959 ,189 ,066 15,108
-,005 ,004 -,400 -1,151 ,369 ,422 2,370
-,078 ,049 -2,094 -1,595 ,252 ,030 33,767
-1,180 ,421 -1,861 -2,806 ,107 ,116 8,622
-,145 ,069 -1,725 -2,099 ,171 ,076 13,240
,273 ,235 1,159 ,330
,013 ,022 ,387 ,579 ,603 ,115 8,732
4,80E-005 ,000 ,918 2,515 ,087 ,384 2,603
-,005 ,004 -,389 -1,119 ,345 ,422 2,368
-,045 ,036 -1,210 -1,241 ,303 ,054 18,581
-,981 ,371 -1,547 -2,643 ,077 ,149 6,696
-,086 ,037 -1,024 -2,363 ,099 ,273 3,670
,358 ,167 2,144 ,099
4,45E-005 ,000 ,851 2,692 ,055 ,427 2,343
-,005 ,004 -,443 -1,445 ,222 ,454 2,202
-,026 ,014 -,702 -1,820 ,143 ,287 3,485
-,815 ,216 -1,285 -3,780 ,019 ,369 2,711
-,089 ,033 -1,061 -2,710 ,054 ,278 3,591
,232 ,157 1,476 ,200
3,45E-005 ,000 ,660 2,082 ,092 ,518 1,932
-,019 ,015 -,508 -1,274 ,259 ,326 3,065
-,780 ,236 -1,231 -3,301 ,021 ,374 2,677
-,067 ,032 -,791 -2,084 ,092 ,360 2,777
,257 ,164 1,569 ,168
3,87E-005 ,000 ,739 2,265 ,064 ,539 1,857
-,579 ,185 -,913 -3,135 ,020 ,676 1,479
-,082 ,031 -,972 -2,625 ,039 ,418 2,391
(Constant)
PDB
INFLASI
KURS
BI_RATE
DTE
ROA
PNJLN
(Constant)
PDB
KURS
BI_RATE
DTE
ROA
PNJLN
(Constant)
KURS
BI_RATE
DTE
ROA
PNJLN
(Constant)
KURS
DTE
ROA
PNJLN
(Constant)
KURS
ROA
PNJLN
Model1
2
3
4
5
B Std. Error
UnstandardizedCoefficients
Beta
StandardizedCoefficients
t Sig. Tolerance VIF
Collinearity Statistics
Dependent Variable: RET_MEDCa.
Collinearity Diagnosticsa
7,176 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,612 3,424 ,00 ,00 ,00 ,00 ,00 ,01 ,03 ,00
,110 8,076 ,00 ,00 ,12 ,00 ,02 ,00 ,00 ,00
,073 9,889 ,00 ,00 ,01 ,00 ,14 ,01 ,20 ,00
,021 18,605 ,00 ,00 ,01 ,00 ,52 ,06 ,07 ,00
,007 33,142 ,01 ,12 ,00 ,01 ,00 ,19 ,23 ,00
,001 108,476 ,99 ,28 ,03 ,03 ,26 ,32 ,20 ,04
,000 243,152 ,00 ,59 ,82 ,96 ,04 ,40 ,26 ,95
6,310 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,584 3,286 ,00 ,00 ,00 ,00 ,01 ,04 ,00
,076 9,102 ,00 ,00 ,00 ,16 ,02 ,21 ,00
,022 17,018 ,00 ,00 ,01 ,50 ,10 ,05 ,01
,007 30,716 ,01 ,36 ,03 ,00 ,38 ,36 ,00
,001 78,913 ,27 ,49 ,73 ,00 ,36 ,32 ,07
,000 115,082 ,71 ,13 ,22 ,34 ,13 ,02 ,93
5,342 1,000 ,00 ,00 ,00 ,00 ,00 ,00
,565 3,074 ,00 ,00 ,00 ,07 ,10 ,00
,068 8,838 ,00 ,00 ,19 ,23 ,64 ,00
,022 15,731 ,01 ,01 ,51 ,69 ,19 ,01
,002 51,256 ,37 ,44 ,01 ,01 ,01 ,00
,001 101,220 ,62 ,55 ,29 ,00 ,05 ,99
4,409 1,000 ,00 ,00 ,00 ,00 ,00
,545 2,845 ,00 ,00 ,07 ,13 ,00
,043 10,093 ,01 ,01 ,81 ,82 ,00
,002 46,375 ,52 ,51 ,00 ,01 ,00
,001 77,868 ,47 ,48 ,11 ,04 1,00
3,723 1,000 ,00 ,00 ,01 ,00
,274 3,683 ,00 ,00 ,64 ,00
,002 42,543 ,51 ,55 ,00 ,00
,001 67,636 ,49 ,45 ,34 1,00
Dimension1
2
3
4
5
6
7
8
1
2
3
4
5
6
7
1
2
3
4
5
6
1
2
3
4
5
1
2
3
4
Model1
2
3
4
5
EigenvalueCondition
Index (Constant) PDB INFLASI KURS BI_RATE DTE ROA PNJLN
Variance Proportions
Dependent Variable: RET_MEDCa.
Excluded Variablese
-,694a -1,004 ,421 -,579 ,107 9,377 ,030
-,048b -,113 ,917 -,065 ,310 3,222 ,129
,387b ,579 ,603 ,317 ,115 8,732 ,054
,077c ,173 ,871 ,086 ,328 3,045 ,169
,585c ,880 ,428 ,403 ,123 8,119 ,054
-,443c -1,445 ,222 -,586 ,454 2,202 ,278
-,159d -,407 ,701 -,179 ,434 2,305 ,255
-,211d -,727 ,500 -,309 ,740 1,351 ,371
-,249d -,717 ,505 -,305 ,516 1,937 ,284
-,508d -1,274 ,259 -,495 ,326 3,065 ,326
INFLASI
INFLASI
PDB
INFLASI
PDB
BI_RATE
INFLASI
PDB
BI_RATE
DTE
Model2
3
4
5
Beta In t Sig.Partial
Correlation Tolerance VIFMinimumTolerance
Collinearity Statistics
Predictors in the Model: (Constant), PNJLN, PDB, ROA, BI_RATE, KURS, DTEa.
Predictors in the Model: (Constant), PNJLN, ROA, BI_RATE, KURS, DTEb.
Predictors in the Model: (Constant), PNJLN, ROA, KURS, DTEc.
Predictors in the Model: (Constant), PNJLN, ROA, KURSd.
Dependent Variable: RET_MEDCe.
Regression
Model Summaryg
,963a ,927 ,671 ,08282 ,927 3,626 7 2 ,233
,963b ,927 ,781 ,06762 ,000 ,000 1 2 ,992
,961c ,924 ,828 ,05982 -,003 ,131 1 3 ,742
,960d ,922 ,860 ,05405 -,002 ,081 1 4 ,790
,958e ,918 ,877 ,05065 -,004 ,269 1 5 ,626
,946f ,895 ,866 ,05297 -,023 1,656 1 6 ,246 3,369
Model1
2
3
4
5
6
R R SquareAdjustedR Square
Std. Error ofthe Estimate
R SquareChange F Change df1 df2 Sig. F Change
Change Statistics
Durbin-Watson
Predictors: (Constant), PNJLN, DTE, INFLASI, ROA, BI_RATE, PDB, KURSa.
Predictors: (Constant), PNJLN, DTE, INFLASI, ROA, BI_RATE, PDBb.
Predictors: (Constant), PNJLN, DTE, INFLASI, ROA, BI_RATEc.
Predictors: (Constant), DTE, INFLASI, ROA, BI_RATEd.
Predictors: (Constant), DTE, INFLASI, ROAe.
Predictors: (Constant), INFLASI, ROAf.
Dependent Variable: RET_SMCBg.
ANOVAg
,174 7 ,025 3,626 ,233a
,014 2 ,007
,188 9
,174 6 ,029 6,346 ,079b
,014 3 ,005
,188 9
,173 5 ,035 9,695 ,024c
,014 4 ,004
,188 9
,173 4 ,043 14,822 ,006d
,015 5 ,003
,188 9
,172 3 ,057 22,400 ,001e
,015 6 ,003
,188 9
,168 2 ,084 29,966 ,000f
,020 7 ,003
,188 9
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Model1
2
3
4
5
6
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), PNJLN, DTE, INFLASI, ROA, BI_RATE, PDB, KURSa.
Predictors: (Constant), PNJLN, DTE, INFLASI, ROA, BI_RATE, PDBb.
Predictors: (Constant), PNJLN, DTE, INFLASI, ROA, BI_RATEc.
Predictors: (Constant), DTE, INFLASI, ROA, BI_RATEd.
Predictors: (Constant), DTE, INFLASI, ROAe.
Predictors: (Constant), INFLASI, ROAf.
Dependent Variable: RET_SMCBg.
Coefficientsa
,965 2,180 ,442 ,701
,017 ,063 ,118 ,270 ,813 ,190 5,252
-,008 ,015 -,222 -,509 ,662 ,191 5,222
-1,5E-006 ,000 -,006 -,012 ,992 ,118 8,500
-,006 ,016 -,118 -,386 ,736 ,389 2,570
-,071 ,108 -,288 -,661 ,577 ,192 5,222
-,383 ,119 -,901 -3,219 ,084 ,466 2,148
-,112 ,448 -,147 -,249 ,826 ,105 9,488
,972 1,704 ,570 ,608
,017 ,048 ,120 ,362 ,742 ,221 4,520
-,008 ,007 -,226 -1,184 ,322 ,666 1,503
-,006 ,013 -,118 -,477 ,666 ,400 2,500
-,070 ,068 -,285 -1,034 ,377 ,320 3,128
-,384 ,096 -,902 -3,995 ,028 ,477 2,094
-,115 ,265 -,151 -,434 ,694 ,200 5,000
,584 1,172 ,499 ,644
-,008 ,006 -,223 -1,319 ,258 ,667 1,498
-,006 ,011 -,118 -,542 ,616 ,400 2,500
-,054 ,044 -,217 -1,214 ,292 ,594 1,684
-,400 ,074 -,942 -5,387 ,006 ,624 1,603
-,048 ,167 -,063 -,285 ,790 ,397 2,518
,252 ,115 2,187 ,080
-,008 ,005 -,224 -1,468 ,202 ,668 1,498
-,004 ,008 -,078 -,519 ,626 ,685 1,460
-,051 ,039 -,207 -1,307 ,248 ,618 1,618
-,412 ,056 -,969 -7,339 ,001 ,892 1,121
,204 ,065 3,152 ,020
-,009 ,004 -,263 -2,108 ,080 ,879 1,138
-,041 ,032 -,168 -1,287 ,246 ,805 1,243
-,408 ,052 -,959 -7,830 ,000 ,910 1,099
,138 ,041 3,375 ,012
-,011 ,004 -,318 -2,594 ,036 ,995 1,005
-,388 ,052 -,913 -7,454 ,000 ,995 1,005
(Constant)
PDB
INFLASI
KURS
BI_RATE
DTE
ROA
PNJLN
(Constant)
PDB
INFLASI
BI_RATE
DTE
ROA
PNJLN
(Constant)
INFLASI
BI_RATE
DTE
ROA
PNJLN
(Constant)
INFLASI
BI_RATE
DTE
ROA
(Constant)
INFLASI
DTE
ROA
(Constant)
INFLASI
ROA
Model1
2
3
4
5
6
B Std. Error
UnstandardizedCoefficients
Beta
StandardizedCoefficients
t Sig. Tolerance VIF
Collinearity Statistics
Dependent Variable: RET_SMCBa.
Collinearity Diagnosticsa
6,766 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,955 2,662 ,00 ,00 ,00 ,00 ,00 ,00 ,46 ,00
,141 6,917 ,00 ,01 ,16 ,00 ,01 ,00 ,00 ,00
,101 8,170 ,00 ,01 ,03 ,00 ,12 ,03 ,02 ,00
,026 16,008 ,00 ,01 ,08 ,00 ,21 ,24 ,06 ,00
,009 27,160 ,00 ,45 ,00 ,00 ,32 ,09 ,01 ,00
,000 126,711 ,13 ,00 ,47 ,62 ,25 ,62 ,26 ,01
5,30E-005 357,468 ,87 ,53 ,27 ,37 ,08 ,00 ,19 ,99
5,787 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,946 2,473 ,00 ,00 ,00 ,00 ,00 ,48 ,00
,138 6,469 ,00 ,01 ,54 ,01 ,01 ,00 ,00
,098 7,675 ,00 ,01 ,14 ,14 ,05 ,02 ,00
,022 16,099 ,00 ,05 ,28 ,15 ,55 ,05 ,00
,008 27,060 ,00 ,49 ,03 ,45 ,04 ,01 ,00
7,82E-005 271,955 1,00 ,45 ,00 ,25 ,35 ,45 1,00
4,829 1,000 ,00 ,00 ,00 ,00 ,00 ,00
,945 2,261 ,00 ,00 ,00 ,00 ,62 ,00
,121 6,305 ,00 ,71 ,00 ,00 ,00 ,00
,085 7,525 ,00 ,00 ,17 ,22 ,02 ,00
,019 15,936 ,00 ,29 ,36 ,71 ,07 ,00
,000 184,684 1,00 ,00 ,47 ,06 ,29 1,00
3,862 1,000 ,00 ,01 ,00 ,00 ,01
,935 2,032 ,00 ,00 ,00 ,00 ,89
,104 6,084 ,04 ,79 ,03 ,01 ,00
,085 6,742 ,00 ,00 ,26 ,25 ,04
,013 17,363 ,96 ,20 ,71 ,73 ,07
2,944 1,000 ,01 ,02 ,01 ,01
,921 1,788 ,00 ,00 ,00 ,91
,102 5,367 ,12 ,97 ,07 ,00
,032 9,565 ,87 ,01 ,92 ,08
1,998 1,000 ,04 ,04 ,04
,913 1,479 ,01 ,01 ,96
,088 4,757 ,95 ,95 ,00
Dimension1
2
3
4
5
6
7
8
1
2
3
4
5
6
7
1
2
3
4
5
6
1
2
3
4
5
1
2
3
4
1
2
3
Model1
2
3
4
5
6
EigenvalueCondition
Index (Constant) PDB INFLASI KURS BI_RATE DTE ROA PNJLN
Variance Proportions
Dependent Variable: RET_SMCBa.
Excluded Variablesf
-,006a -,012 ,992 -,008 ,118 8,500 ,105
-,063b -,146 ,893 -,084 ,137 7,315 ,137
,120b ,362 ,742 ,204 ,221 4,520 ,200
-,088c -,314 ,769 -,155 ,240 4,173 ,240
,019c ,088 ,934 ,044 ,439 2,276 ,439
-,063c -,285 ,790 -,141 ,397 2,518 ,397
,003d ,015 ,989 ,006 ,358 2,791 ,358
,057d ,347 ,743 ,153 ,598 1,672 ,491
,014d ,091 ,931 ,041 ,680 1,471 ,671
-,078d -,519 ,626 -,226 ,685 1,460 ,618
,124e ,756 ,478 ,295 ,588 1,702 ,588
-,060e -,460 ,662 -,184 ,980 1,020 ,977
-,018e -,113 ,914 -,046 ,701 1,426 ,701
,017e ,119 ,909 ,048 ,892 1,122 ,887
-,168e -1,287 ,246 -,465 ,805 1,243 ,805
KURS
KURS
PDB
KURS
PDB
PNJLN
KURS
PDB
PNJLN
BI_RATE
KURS
PDB
PNJLN
BI_RATE
DTE
Model2
3
4
5
6
Beta In t Sig.Partial
Correlation Tolerance VIFMinimumTolerance
Collinearity Statistics
Predictors in the Model: (Constant), PNJLN, DTE, INFLASI, ROA, BI_RATE, PDBa.
Predictors in the Model: (Constant), PNJLN, DTE, INFLASI, ROA, BI_RATEb.
Predictors in the Model: (Constant), DTE, INFLASI, ROA, BI_RATEc.
Predictors in the Model: (Constant), DTE, INFLASI, ROAd.
Predictors in the Model: (Constant), INFLASI, ROAe.
Dependent Variable: RET_SMCBf.
Regression
Model Summaryg
,858a ,736 -,188 ,03743 ,736 ,796 7 2 ,658
,858b ,736 ,208 ,03056 ,000 ,000 1 2 ,999
,856c ,732 ,398 ,02664 -,004 ,041 1 3 ,853
,854d ,729 ,513 ,02397 -,003 ,047 1 4 ,839
,791e ,625 ,438 ,02575 -,104 1,922 1 5 ,224
,755f ,570 ,447 ,02553 -,055 ,883 1 6 ,384 1,213
Model1
2
3
4
5
6
R R SquareAdjustedR Square
Std. Error ofthe Estimate
R SquareChange F Change df1 df2 Sig. F Change
Change Statistics
Durbin-Watson
Predictors: (Constant), PNJLN, INFLASI, ROA, KURS, DTE, BI_RATE, PDBa.
Predictors: (Constant), PNJLN, INFLASI, ROA, KURS, DTE, PDBb.
Predictors: (Constant), PNJLN, ROA, KURS, DTE, PDBc.
Predictors: (Constant), PNJLN, KURS, DTE, PDBd.
Predictors: (Constant), PNJLN, DTE, PDBe.
Predictors: (Constant), PNJLN, PDBf.
Dependent Variable: RET_TLKMg.
ANOVAg
,008 7 ,001 ,796 ,658a
,003 2 ,001
,011 9
,008 6 ,001 1,394 ,423b
,003 3 ,001
,011 9
,008 5 ,002 2,189 ,234c
,003 4 ,001
,011 9
,008 4 ,002 3,366 ,108d
,003 5 ,001
,011 9
,007 3 ,002 3,336 ,098e
,004 6 ,001
,011 9
,006 2 ,003 4,639 ,052f
,005 7 ,001
,011 9
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Model1
2
3
4
5
6
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), PNJLN, INFLASI, ROA, KURS, DTE, BI_RATE, PDBa.
Predictors: (Constant), PNJLN, INFLASI, ROA, KURS, DTE, PDBb.
Predictors: (Constant), PNJLN, ROA, KURS, DTE, PDBc.
Predictors: (Constant), PNJLN, KURS, DTE, PDBd.
Predictors: (Constant), PNJLN, DTE, PDBe.
Predictors: (Constant), PNJLN, PDBf.
Dependent Variable: RET_TLKMg.
Coefficientsa
-,762 ,741 -1,028 ,412
-,029 ,033 -,860 -,890 ,468 ,141 7,079
,001 ,005 ,098 ,163 ,885 ,364 2,746
-2,7E-005 ,000 -,504 -,778 ,518 ,314 3,180
-1,4E-005 ,010 -,001 -,001 ,999 ,179 5,591
,046 ,066 ,534 ,700 ,557 ,227 4,406
-,114 ,917 -,086 -,124 ,913 ,273 3,659
,148 ,142 1,210 1,042 ,407 ,098 10,218
-,763 ,408 -1,869 ,158
-,029 ,026 -,860 -1,113 ,347 ,147 6,782
,001 ,004 ,099 ,202 ,853 ,371 2,696
-2,7E-005 ,000 -,504 -1,014 ,385 ,356 2,811
,046 ,052 ,533 ,901 ,434 ,251 3,980
-,115 ,477 -,087 -,240 ,826 ,674 1,484
,148 ,087 1,211 1,701 ,187 ,174 5,757
-,727 ,321 -2,266 ,086
-,025 ,016 -,747 -1,614 ,182 ,313 3,200
-2,4E-005 ,000 -,446 -1,261 ,276 ,535 1,868
,051 ,040 ,588 1,278 ,270 ,317 3,159
-,086 ,397 -,065 -,216 ,839 ,740 1,351
,137 ,057 1,115 2,403 ,074 ,310 3,221
-,702 ,270 -2,603 ,048
-,025 ,014 -,736 -1,778 ,136 ,316 3,163
-2,3E-005 ,000 -,427 -1,386 ,224 ,572 1,749
,048 ,034 ,557 1,417 ,216 ,351 2,852
,131 ,045 1,068 2,896 ,034 ,398 2,514
-,623 ,283 -2,200 ,070
-,021 ,015 -,628 -1,438 ,200 ,328 3,050
,033 ,035 ,374 ,940 ,384 ,395 2,530
,093 ,038 ,755 2,410 ,053 ,636 1,572
-,518 ,258 -2,008 ,085
-,031 ,011 -,913 -2,941 ,022 ,637 1,571
,092 ,038 ,747 2,406 ,047 ,637 1,571
(Constant)
PDB
INFLASI
KURS
BI_RATE
DTE
ROA
PNJLN
(Constant)
PDB
INFLASI
KURS
DTE
ROA
PNJLN
(Constant)
PDB
KURS
DTE
ROA
PNJLN
(Constant)
PDB
KURS
DTE
PNJLN
(Constant)
PDB
DTE
PNJLN
(Constant)
PDB
PNJLN
Model1
2
3
4
5
6
B Std. Error
UnstandardizedCoefficients
Beta
StandardizedCoefficients
t Sig. Tolerance VIF
Collinearity Statistics
Dependent Variable: RET_TLKMa.
Collinearity Diagnosticsa
7,695 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,148 7,207 ,00 ,00 ,28 ,00 ,00 ,00 ,00 ,00
,106 8,527 ,00 ,01 ,12 ,00 ,03 ,03 ,00 ,00
,030 15,886 ,00 ,00 ,00 ,00 ,06 ,12 ,13 ,00
,015 22,896 ,00 ,02 ,03 ,00 ,34 ,07 ,26 ,00
,005 39,771 ,00 ,34 ,08 ,09 ,00 ,67 ,00 ,00
,001 75,147 ,08 ,26 ,20 ,36 ,09 ,07 ,01 ,01
8,14E-005 307,502 ,91 ,35 ,29 ,54 ,48 ,05 ,60 ,99
6,744 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,145 6,817 ,00 ,00 ,34 ,00 ,00 ,01 ,00
,079 9,269 ,00 ,03 ,05 ,00 ,09 ,01 ,00
,026 16,163 ,00 ,00 ,01 ,00 ,03 ,71 ,00
,005 37,184 ,00 ,36 ,09 ,11 ,70 ,00 ,00
,002 64,325 ,18 ,18 ,10 ,32 ,17 ,00 ,01
,000 209,462 ,82 ,43 ,41 ,56 ,00 ,27 ,99
5,882 1,000 ,00 ,00 ,00 ,00 ,00 ,00
,083 8,404 ,00 ,06 ,00 ,12 ,00 ,00
,027 14,892 ,00 ,01 ,00 ,04 ,79 ,00
,006 31,361 ,01 ,70 ,09 ,65 ,00 ,01
,002 54,810 ,14 ,12 ,56 ,01 ,00 ,01
,000 152,116 ,85 ,11 ,34 ,17 ,20 ,98
4,909 1,000 ,00 ,00 ,00 ,00 ,00
,083 7,691 ,00 ,06 ,00 ,14 ,00
,006 28,632 ,01 ,71 ,10 ,74 ,01
,002 49,920 ,16 ,13 ,61 ,02 ,02
,000 124,367 ,83 ,10 ,29 ,11 ,97
3,912 1,000 ,00 ,00 ,00 ,00
,083 6,867 ,00 ,06 ,16 ,00
,005 28,834 ,05 ,88 ,80 ,04
,000 96,327 ,95 ,06 ,04 ,96
2,977 1,000 ,00 ,00 ,00
,022 11,583 ,01 ,69 ,00
,000 82,328 ,99 ,30 1,00
Dimension1
2
3
4
5
6
7
8
1
2
3
4
5
6
7
1
2
3
4
5
6
1
2
3
4
5
1
2
3
4
1
2
3
Model1
2
3
4
5
6
EigenvalueCondition
Index (Constant) PDB INFLASI KURS BI_RATE DTE ROA PNJLN
Variance Proportions
Dependent Variable: RET_TLKMa.
Excluded Variablesf
-,001a -,001 ,999 -,001 ,179 5,591 ,098
-,020b -,029 ,979 -,017 ,182 5,488 ,148
,099b ,202 ,853 ,116 ,371 2,696 ,147
-,072c -,188 ,860 -,093 ,451 2,218 ,292
,064c ,156 ,883 ,078 ,407 2,455 ,161
-,065c -,216 ,839 -,107 ,740 1,351 ,310
-,084d -,208 ,844 -,092 ,451 2,216 ,320
-,181d -,510 ,632 -,222 ,565 1,769 ,210
,031d ,100 ,924 ,045 ,790 1,265 ,327
-,427d -1,386 ,224 -,527 ,572 1,749 ,316
,069e ,195 ,852 ,079 ,558 1,792 ,546
,032e ,112 ,914 ,046 ,874 1,144 ,557
,091e ,312 ,766 ,126 ,839 1,193 ,536
-,280e -,894 ,406 -,343 ,645 1,551 ,419
,374e ,940 ,384 ,358 ,395 2,530 ,328
BI_RATE
BI_RATE
INFLASI
BI_RATE
INFLASI
ROA
BI_RATE
INFLASI
ROA
KURS
BI_RATE
INFLASI
ROA
KURS
DTE
Model2
3
4
5
6
Beta In t Sig.Partial
Correlation Tolerance VIFMinimumTolerance
Collinearity Statistics
Predictors in the Model: (Constant), PNJLN, INFLASI, ROA, KURS, DTE, PDBa.
Predictors in the Model: (Constant), PNJLN, ROA, KURS, DTE, PDBb.
Predictors in the Model: (Constant), PNJLN, KURS, DTE, PDBc.
Predictors in the Model: (Constant), PNJLN, DTE, PDBd.
Predictors in the Model: (Constant), PNJLN, PDBe.
Dependent Variable: RET_TLKMf.
Regression
Model Summaryc
,997a ,994 ,975 ,00938 ,994 50,433 7 2 ,020
,996b ,993 ,979 ,00855 -,001 ,495 1 2 ,555 3,242
Model1
2
R R SquareAdjustedR Square
Std. Error ofthe Estimate
R SquareChange F Change df1 df2 Sig. F Change
Change Statistics
Durbin-Watson
Predictors: (Constant), PNJLN, INFLASI, BI_RATE, PDB, DTE, KURS, ROAa.
Predictors: (Constant), PNJLN, INFLASI, BI_RATE, DTE, KURS, ROAb.
Dependent Variable: RET_UNTRc.
ANOVAc
,031 7 ,004 50,433 ,020a
,000 2 ,000
,031 9
,031 6 ,005 70,652 ,003b
,000 3 ,000
,031 9
Regression
Residual
Total
Regression
Residual
Total
Model1
2
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), PNJLN, INFLASI, BI_RATE, PDB, DTE, KURS, ROAa.
Predictors: (Constant), PNJLN, INFLASI, BI_RATE, DTE, KURS, ROAb.
Dependent Variable: RET_UNTRc.
Coefficientsa
2,250 ,245 9,195 ,012
,007 ,010 ,121 ,703 ,555 ,095 10,572
-,014 ,002 -,970 -7,892 ,016 ,186 5,368
,000 ,000 1,664 6,795 ,021 ,047 21,306
-,030 ,003 -1,455 -10,360 ,009 ,143 7,007
-,049 ,004 -2,292 -11,318 ,008 ,069 14,559
-2,614 ,295 -2,309 -8,868 ,012 ,042 24,074
-,408 ,060 -1,847 -6,748 ,021 ,038 26,609
2,123 ,151 14,086 ,001
-,013 ,001 -,899 -14,071 ,001 ,573 1,744
,000 ,000 1,521 12,375 ,001 ,155 6,445
-,030 ,003 -1,443 -11,357 ,001 ,145 6,888
-,048 ,003 -2,224 -13,716 ,001 ,089 11,223
-2,529 ,245 -2,234 -10,316 ,002 ,050 20,021
-,371 ,027 -1,679 -13,917 ,001 ,161 6,212
(Constant)
PDB
INFLASI
KURS
BI_RATE
DTE
ROA
PNJLN
(Constant)
INFLASI
KURS
BI_RATE
DTE
ROA
PNJLN
Model1
2
B Std. Error
UnstandardizedCoefficients
Beta
StandardizedCoefficients
t Sig. Tolerance VIF
Collinearity Statistics
Dependent Variable: RET_UNTRa.
Collinearity Diagnosticsa
7,095 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,690 3,207 ,00 ,00 ,00 ,00 ,00 ,02 ,01 ,00
,132 7,320 ,00 ,00 ,19 ,00 ,00 ,02 ,00 ,00
,045 12,617 ,00 ,00 ,02 ,00 ,11 ,17 ,04 ,00
,034 14,494 ,00 ,07 ,01 ,00 ,03 ,00 ,05 ,00
,003 47,688 ,01 ,15 ,00 ,01 ,64 ,22 ,40 ,00
,001 85,328 ,06 ,04 ,08 ,11 ,04 ,00 ,11 ,00
3,14E-005 475,693 ,93 ,74 ,69 ,88 ,18 ,56 ,39 1,00
6,147 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00
,666 3,038 ,00 ,00 ,00 ,00 ,03 ,01 ,00
,132 6,814 ,00 ,60 ,00 ,00 ,03 ,00 ,00
,045 11,744 ,00 ,06 ,00 ,11 ,22 ,05 ,00
,009 26,559 ,01 ,01 ,00 ,31 ,10 ,29 ,01
,001 74,296 ,07 ,16 ,41 ,23 ,06 ,32 ,00
,000 231,183 ,92 ,17 ,59 ,36 ,56 ,32 ,99
Dimension1
2
3
4
5
6
7
8
1
2
3
4
5
6
7
Model1
2
EigenvalueCondition
Index (Constant) PDB INFLASI KURS BI_RATE DTE ROA PNJLN
Variance Proportions
Dependent Variable: RET_UNTRa.
Excluded Variablesb
,121a ,703 ,555 ,445 ,095 10,572 ,038PDBModel2
Beta In t Sig.Partial
Correlation Tolerance VIFMinimumTolerance
Collinearity Statistics
Predictors in the Model: (Constant), PNJLN, INFLASI, BI_RATE, DTE, KURS, ROAa.
Dependent Variable: RET_UNTRb.